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Remarks on sensitive equilibria in stochastic games with additive reward and transition structure

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Abstract

A class of stochastic games with additive reward and transition structure is studied. For zero-sum games under some ergodicity assumptions 1-equilibria are shown to exist. They correspond to so-called sensitive optimal policies in dynamic programming. For a class of nonzero-sum stochastic games with nonatomic transitions nonrandomized Nash equilibrium points with respect to the average payoff criterion are also obtained. Included examples show that the results of this paper can not be extented to more general payoff or transition structure.

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Authors and Affiliations

  1. Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, Podgórna 50, 65-246, Zielona Góra, Poland

    Andrzej S. Nowak

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  1. Andrzej S. Nowak
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Correspondence to Andrzej S. Nowak.

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Nowak, A.S. Remarks on sensitive equilibria in stochastic games with additive reward and transition structure. Math Meth Oper Res 64, 481–494 (2006). https://doi.org/10.1007/s00186-006-0090-4

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  • DOI: https://doi.org/10.1007/s00186-006-0090-4

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