On approximations of nonzero-sum uniformly continuous ergodic stochastic games

• Autorzy: Andrzej S. Nowak
• Języki publikacji: EN

Abstrakty

EN

We consider a class of uniformly ergodic nonzero-sum stochastic games with the expected average payoff criterion, a separable metric state space and compact metric action spaces. We assume that the payoff and transition probability functions are uniformly continuous. Our aim is to prove the existence of stationary ε-equilibria for that class of ergodic stochastic games. This theorem extends to a much wider class of stochastic games a result proven recently by Bielecki [2].

Słowa kluczowe

EN

Nash equilibrium; general state space; nonzero-sum Markov game; long run average reward criterion

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1999
• Tom: 26
• Numer: 2
• Strony: 221-228

Daty

wydano

1999

otrzymano

1998-12-23

poprawiono

1999-01-13

Twórcy

autor

Andrzej S. Nowak

• Institute of Mathematics, Wrocław University of Technology, Wybrzeże Wyspiańskiego 27, 50-370 Wrocław, Poland

Bibliografia

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• [11] A. S. Nowak and E. Altman, ε-Nash equilibria for stochastic games with uncountable state space and unbounded costs, technical report, Inst. Math., Wrocław Univ. of Technology, 1998 (submitted).
• [12] A. S. Nowak and K. Szajowski, Nonzero-sum stochastic games, Ann. Dynamic Games 1999 (to appear).
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