Ghosh, MK and Bagchi, A (1998) Stochastic Games with Average Payoff Criterion. In: Applied Mathematics and Optimization, 38 (3). pp. 283-301.
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Abstract
We study two-person stochastic games on a Polish state and compact action spaces and with average payoff criterion under a certain ergodicity condition. For the zero-sum game we establish the existence of a value and stationary optimal strategies for both players. For the nonzero-sum case the existence of Nash equilibrium in stationary strategies is established under certain separability conditions.
Item Type: | Journal Article |
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Publication: | Applied Mathematics and Optimization |
Publisher: | Springer-Verlag |
Additional Information: | Copyright for this article belongs to Springer-Verlag. |
Keywords: | Stochastic game;Stationary strategy;Value;Nash equilibrium;Ergodicity |
Department/Centre: | Division of Physical & Mathematical Sciences > Mathematics |
Date Deposited: | 17 Sep 2004 |
Last Modified: | 19 Sep 2010 04:15 |
URI: | http://eprints.iisc.ac.in/id/eprint/1405 |
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