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Denumerable state stochastic games with limiting average payoff

  • V. S. Borkar
  • M. K. Ghosh
Contributed Papers

Abstract

We study stochastic games with countable state space, compact action spaces, and limiting average payoff. ForN-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.

Key Words

Ergodic occupation measure stationary strategies Shapley equation equilibrium 

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Copyright information

© Plenum Publishing Corporation 1993

Authors and Affiliations

  • V. S. Borkar
    • 1
  • M. K. Ghosh
    • 2
  1. 1.Department of Electrical EngineeringIndian Institute of ScienceBangaloreIndia
  2. 2.Department of MathematicsIndian Institute of ScienceBangaloreIndia

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