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Contributions to Game Theory and Management, 2020, Volume 13, Pages 304–323
(Mi cgtm371)
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This article is cited in 1 scientific paper (total in 1 paper)
On the existence of stationary Nash equilibria in average stochastic games with finite state and action spaces
Dmitrii Lozovanua, Stefan Picklb a Institute of Mathematics and Computer Science of Moldova Academy of Sciences, Academiei 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 consider infinite $n$-person stochastic games with limiting average payoffs criteria for the players. The main results of the paper are concerned with the existence of stationary Nash equilibria and determining the optimal strategies of the players in the games with finite state and action spaces. We present conditions for the existence of stationary Nash
equilibria in the considered games and propose an approach for determining the optimal
stationary strategies of the players if such strategies exist.
Keywords:
Markov decision processes, average stochastic games, stationary Nash equilibria, optimal stationary strategies.
Citation:
Dmitrii Lozovanu, Stefan Pickl, “On the existence of stationary Nash equilibria in average stochastic games with finite state and action spaces”, Contributions to Game Theory and Management, 13 (2020), 304–323
Linking options:
https://www.mathnet.ru/eng/cgtm371 https://www.mathnet.ru/eng/cgtm/v13/p304
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Statistics & downloads: |
Abstract page: | 160 | Full-text PDF : | 21 | References: | 17 |
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