Sensitive equilibria for ergodic stochastic games with countable state spaces

Andrzej Nowak

Mathematical Methods of Operations Research, 1999, vol. 50, issue 1, 65-76

Abstract: We consider stochastic games with countable state spaces and unbounded immediate payoff functions. Our assumptions on the transition structure of the game are based on a recent work by Meyn and Tweedie [19] on computable bounds for geometric convergence rates of Markov chains. The main results in this paper concern the existence of sensitive optimal strategies in some classes of zero-sum stochastic games. By sensitive optimality we mean overtaking or 1-optimality. We also provide a new Nash equilibrium theorem for a class of ergodic nonzero-sum stochastic games with denumerable state spaces. Copyright Springer-Verlag Berlin Heidelberg 1999

Keywords: Key words: Stochastic games; countable state space; sensitive optimality; unbounded payoffs (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1007/PL00020927

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