DENUMERABLE STATE STOCHASTIC GAMES WITH LIMITING AVERAGE PAYOFF

被引:25
作者
BORKAR, VS [1 ]
GHOSH, MK [1 ]
机构
[1] INDIAN INST SCI,DEPT MATH,BANGALORE 560012,KARNATAKA,INDIA
关键词
ERGODIC OCCUPATION MEASURE; STATIONARY STRATEGIES; SHAPLEY EQUATION; EQUILIBRIUM;
D O I
10.1007/BF00939382
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study stochastic games with countable state space, compact action spaces, and limiting average payoff. For N-person games, the existence of an equilibrium in stationary strategies is established under a certain Liapunov stability condition. For two-person zero-sum games, the existence of a value and optimal strategies for both players are established under the same stability condition.
引用
收藏
页码:539 / 560
页数:22
相关论文
共 16 条