Nonzero-sum non-stationary discounted Markov game model

Rangcheng Jia and Yuanyao Ding

Mathematical Methods of Operations Research, 2000, vol. 52, issue 2, 265-270

Abstract: The goal of this paper is provide a theory of K-person non-stationary Markov games with unbounded rewards, for a countable state space and action spaces. We investigate both the finite and infinite horizon problems. We define the concept of strong Nash equilibrium and present conditions for both problems for which strong Nash or Nash equilibrium strategies exist for all players within the Markov strategies, and show that the rewards in equilibrium satisfy the optimality equations. Copyright Springer-Verlag Berlin Heidelberg 2000

Keywords: Key words: nonzero-sum; non-cooperative; non-stationary; Markov strategy; Nash equilibrium. (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1007/s001860000074

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