EQUILIBRIUM STRATEGIES IN STOCHASTIC GAMES WITH ADDITIVE COST AND TRANSITION STRUCTURE

Heinz-Uwe Küenle ()
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Heinz-Uwe Küenle: Department of Mathematics, Brandenburg Technical University of Cottbus, D-03013 Cottbus, Germany

International Game Theory Review (IGTR), 1999, vol. 01, issue 02, 131-147

Abstract: Two-person stochastic games with additive transition and cost structure and the criterion of expected total costs are treated. State space and action spaces are standard Borel, and unbounded costs are allowed. For the zero-sum case, it is shown that there are stationary deterministicεη-optimal strategies for everyε>0and a certain weight function η if some semi-continuity and compactness conditions are fulfilled. Using these results, the existence of so-called quasi-stationary deterministicεη-equilibrium strategy pairs under corresponding conditions is proven.

JEL-codes: B4 C0 C6 C7 D5 D7 M2 (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1142/S0219198999000098

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