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Stationary Anonymous Sequential Games with Undiscounted Rewards

Piotr Więcek () and Eitan Altman
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Piotr Więcek: Wrocław University of Technology
Eitan Altman: INRIA

Journal of Optimization Theory and Applications, 2015, vol. 166, issue 2, No 18, 686-710

Abstract: Abstract Stationary anonymous sequential games with undiscounted rewards are a special class of games that combine features from both population games (infinitely many players) with stochastic games. We extend the theory for these games to the cases of total expected reward as well as to the expected average reward. We show that in the anonymous sequential game equilibria correspond to the limits of those of related finite population games as the number of players grows to infinity. We provide examples to illustrate our results.

Keywords: Stochastic game; Population game; Anonymous sequential game; Average reward; Total reward; Stationary policy; 91A15; 91A13; 91A25 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (5)

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DOI: 10.1007/s10957-014-0649-9

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