Stochastic games on a product state space.

J. Flesch; G.M. Schoenmakers; K. Vrieze

doi:10.1287/moor.1070.0304

Stochastic games on a product state space.

J. Flesch^*, G.M. Schoenmakers, K. Vrieze

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

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Abstract

We examine so-called product-games with an aperiodic transition structure, with respect to the average reward, for which we present an approach based on communicating states. For the general n-player case, we establish the existence of 0-equilibria. In addition, for the special case of two-player zero-sum games of this type, we show that both players have stationary 0-optimal strategies.

Original language	English
Pages (from-to)	403-420
Number of pages	18
Journal	Mathematics of Operations Research
Volume	33
DOIs	https://doi.org/10.1287/moor.1070.0304
Publication status	Published - 1 Jan 2008

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10.1287/moor.1070.0304

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title = "Stochastic games on a product state space.",

abstract = "We examine so-called product-games with an aperiodic transition structure, with respect to the average reward, for which we present an approach based on communicating states. For the general n-player case, we establish the existence of 0-equilibria. In addition, for the special case of two-player zero-sum games of this type, we show that both players have stationary 0-optimal strategies.",

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T1 - Stochastic games on a product state space.

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AU - Vrieze, K.

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N2 - We examine so-called product-games with an aperiodic transition structure, with respect to the average reward, for which we present an approach based on communicating states. For the general n-player case, we establish the existence of 0-equilibria. In addition, for the special case of two-player zero-sum games of this type, we show that both players have stationary 0-optimal strategies.

AB - We examine so-called product-games with an aperiodic transition structure, with respect to the average reward, for which we present an approach based on communicating states. For the general n-player case, we establish the existence of 0-equilibria. In addition, for the special case of two-player zero-sum games of this type, we show that both players have stationary 0-optimal strategies.

U2 - 10.1287/moor.1070.0304

DO - 10.1287/moor.1070.0304

M3 - Article

SN - 0364-765X

VL - 33

SP - 403

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JO - Mathematics of Operations Research

JF - Mathematics of Operations Research

ER -