Abstract
In this paper, we introduce a new class of two-person stochastic games with nice properties. For games in this class, the payoffs as well as the transitions in each state consist of a part which depends only on the action of the first player and a part dependent only on the action of the second player.
For the zero-sum games in this class, we prove that the orderfield property holds in the infinite-horizon case and that there exist optimal pure stationary strategies for the discounted as well as the undiscounted payoff criterion. For both criteria also, finite algorithms are given to solve the game. An example shows that, for nonzero sum games in this class, there are not necessarily pure stationary equilibria. But, if such a game possesses a stationary equilibrium point, then there also exists a stationary equilibrium point which uses in each state at most two pure actions for each player.
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Raghavan, T.E.S., Tijs, S.H. & Vrieze, O.J. On stochastic games with additive reward and transition structure. J Optim Theory Appl 47, 451–464 (1985). https://doi.org/10.1007/BF00942191
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DOI: https://doi.org/10.1007/BF00942191