Optimal strategies in a class of zero-sum ergodic stochastic games (Q1974588): Difference between revisions
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Revision as of 20:08, 19 March 2024
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English | Optimal strategies in a class of zero-sum ergodic stochastic games |
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Optimal strategies in a class of zero-sum ergodic stochastic games (English)
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7 May 2000
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The author considers zero-sum stochastic games with Borel state spaces. Some stochastic stability conditions are imposed on the transition structure of the game which imply the so called \(w\)-uniform geometric ergodicity of Markov chains governed by stationary strategy of the players. The author generalizes some theorems on existence of optimal stationary strategies for zero-sum stochastic game with the expected average criteria in Borel state space under the above assumptions and some regularity conditions. Finally, the author considers overtaking equilibria and proves a result on overtaking optimal strategies in zero-sum undiscounted Borel state space stochastic games.
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zero-sum stochastic game
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Borel state space
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average optimal strategies
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optimal stationary strategies
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overtaking equilibrium
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overtaking stationary strategies
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