EconPapers    
Economics at your fingertips  
 

On the optimality equation for zero-sum ergodic stochastic games

Anna Jaśkiewicz and Andrzej Nowak

Mathematical Methods of Operations Research, 2001, vol. 54, issue 2, 301 pages

Abstract: We consider zero-sum stochastic games with Borel state spaces satisfying a generalized geometric ergodicity condition. We prove under fairly general assumptions that the optimality equation has a solution which is unique up to an additive constant. Copyright Springer-Verlag Berlin Heidelberg 2001

Keywords: Key words: Discrete-time zero-sum stochastic games; Borel state space; average optimal strategies; the optimality equation. (search for similar items in EconPapers)
Date: 2001
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s001860100144 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:mathme:v:54:y:2001:i:2:p:291-301

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/00186

DOI: 10.1007/s001860100144

Access Statistics for this article

Mathematical Methods of Operations Research is currently edited by Oliver Stein

More articles in Mathematical Methods of Operations Research from Springer, Gesellschaft für Operations Research (GOR), Nederlands Genootschap voor Besliskunde (NGB)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-03-20
Handle: RePEc:spr:mathme:v:54:y:2001:i:2:p:291-301