Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure (Q1071663)
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English | Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure |
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Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure (English)
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1987
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We study a discounted noncooperative stochastic game with an abstract measurable state space, compact metric action spaces of players, and additive transition and reward structure in the sense of \textit{C. J. Himmelberg, T. Parthasarathy, T. E. S. Raghavan} and \textit{F. S. van Vleck}, Proc. Am. Math. Soc. 60(1976), 245-251 (1977; Zbl 0358.90083) and \textit{T. Parthasarathy}, Sankhyā, Ser. A 44, 114-127 (1982; Zbl 0567.90104). We also assume that the transition law of the game is absolutely continuous with respect to some probability distribution p of the initial state and together with the reward functions of players satisfies certain continuity conditions. We prove that such a game has an equilibrium stationary point, which extends a result of Parthasarathy from the second paper cited above, where the action spaces of players are assumed to be finite sets. Moreover, we show that our game has a nonrandomized (\({\underline \epsilon}-\bar p\))-equilibrium stationary point for each \({\underline \epsilon}>0\), provided that the probability distribution p is nonatomic. The latter result is a new existence theorem.
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discounted noncooperative stochastic game
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abstract measurable state space
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compact metric action spaces of players, additive transition and reward structure
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equilibrium stationary point
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existence theorem
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discounted rewards
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nonrandomized stationary equilibria
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