Almost Stationary ∈-Equilibria in Zero-Sum Stochastic Games

J. Flesch, F. Thuijsman and O. J. Vrieze
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J. Flesch: Maastricht University
F. Thuijsman: Maastricht University
O. J. Vrieze: Maastricht University

Journal of Optimization Theory and Applications, 2000, vol. 105, issue 2, No 7, 389 pages

Abstract: Abstract We show the existence of almost stationary ∈-equilibria, for all ∈ > 0, in zero-sum stochastic games with finite state and action spaces. These are ∈-equilibria with the property that, if neither player deviates, then stationary strategies are played forever with probability almost 1. The proof is based on the construction of specific stationary strategy pairs, with corresponding rewards equal to the value, which can be supplemented with history-dependent δ-optimal strategies, with small δ > 0, in order to obtain almost stationary ∈-equilibria.

Keywords: zero-sum stochastic games; limiting average rewards; equilibria (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1004614002737

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