Denumerable state stochastic games with limiting average payoff


Autoria(s): Borkar, VS; Ghosh, MK
Data(s)

01/03/1993

Resumo

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.

Formato

application/pdf

Identificador

http://eprints.iisc.ernet.in/35392/1/Denu.pdf

Borkar, VS and Ghosh, MK (1993) Denumerable state stochastic games with limiting average payoff. In: Journal of Optimization Theory and Applications, 76 (3). pp. 539-560.

Publicador

Springer

Relação

http://www.springerlink.com/content/n5621242261l5w0h/

http://eprints.iisc.ernet.in/35392/

Palavras-Chave #Electrical Engineering
Tipo

Journal Article

PeerReviewed