|
Contributions to Game Theory and Management, 2014, Volume 7, Pages 201–213
(Mi cgtm231)
|
|
|
|
This article is cited in 1 scientific paper (total in 1 paper)
Nash equilibria conditions for stochastic positional games
Dmitrii Lozovanua, Stefan Picklb a Institute of Mathematics and Computer Science, Academy of Sciences of Moldova, Academy str., 5, Chisinau, MD–2028, Moldova
b Institute for Theoretical Computer Science, Mathematics and
Operations Research, Universität der Bundeswehr, München, 85577 Neubiberg-München, Germany
Abstract:
We formulate and study a class of stochastic positional games using a game-theoretical concept to finite state space Markov decision processes with an average and expected total discounted costs optimization criteria. Nash equilibria conditions for the considered class of games are proven and some approaches for determining the optimal strategies of the players are analyzed. The obtained results extend Nash equilibria conditions for deterministic positional games and can be used for studying Shapley stochastic games with average payoffs.
Keywords:
Markov decision processes, stochastic positional games, Nash equilibria, Shapley stochastic games, optimal stationary strategies.
Citation:
Dmitrii Lozovanu, Stefan Pickl, “Nash equilibria conditions for stochastic positional games”, Contributions to Game Theory and Management, 7 (2014), 201–213
Linking options:
https://www.mathnet.ru/eng/cgtm231 https://www.mathnet.ru/eng/cgtm/v7/p201
|
Statistics & downloads: |
Abstract page: | 362 | Full-text PDF : | 162 | References: | 45 |
|