Zero-Sum Ergodic Semi-Markov Games with Weakly Continuous Transition Probabilities

Anna Jaśkiewicz

Journal of Optimization Theory and Applications, 2009, vol. 141, issue 2, No 6, 347 pages

Abstract: Abstract Zero-sum ergodic semi-Markov games with weakly continuous transition probabilities and lower semicontinuous, possibly unbounded, payoff functions are studied. Two payoff criteria are considered: the ratio average and the time average. The main result concerns the existence of a lower semicontinuous solution to the optimality equation and its proof is based on a fixed-point argument. Moreover, it is shown that the ratio average as well as the time average payoff stochastic games have the same value. In addition, one player possesses an ε-optimal stationary strategy (ε>0), whereas the other has an optimal stationary strategy.

Keywords: Zero-sum semi-Markov games; Optimality equations; ε-optimal strategies (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10957-008-9491-2

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