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Title

Some remarks on equilibria in semi-Markov games

Authors 1

Affiliations

  1. Institute of Mathematics, Zielona Góra University of Technology, Podgórna 50, 65-246 Zielona Góra, Poland

Abstract

This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic games. We consider the expected average payoff criterion under a strong ergodicity assumption on the transition structure of the games. The main result is an extension of the correlated equilibrium theorem proven for discounted (discrete-time) Markov games in our joint paper with Raghavan. We also provide an existence result for stationary Nash equilibria in the limiting average payoff semi-Markov games with state independent and nonatomic transition probabilities. A similar result was proven for discounted Markov games by Parthasarathy and Sinha.

Keywords

ENG
correlated equilibrium, Nash equilibrium, general state space, nonzero-sum semi-Markov game, long run expected average payoff criterion

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Applicationes Mathematicae
2000/27/4
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Pages:
385-394
Main language of publication
English
Received
1999-03-26
Accepted
2000-03-30
Published
2000
Exact and natural sciences