On stochastic games with additive reward and transition structure
We introduce a new class of two-person stochastic games with nice properties. For games in this class, the payoffs as well as the transitions in each state consist of a part which depends only on the action of the first player and a part dependent only on the action of the second player. For the zero-sum games in this class, we prove that the orderfield property holds in the infinite-horizon case and that there exist optimal pure stationary strategies for the discounted as well as the undiscounted payoff criterion. For both criteria also, finite algorithms are given to solve the game. An example shows that, for nonzero sum games in this class, there are not necessarily pure stationary equilibria. But, if such a game possesses a stationary equilibrium point, then there also exists a stationary equilibrium point which uses in each state at most two pure actions for each player.
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- Stochastic games
- Stochastic Games
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- Bilinear programming and structured stochastic games
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- Static game theory models and their applications in management science
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- On discounted AR-AT semi-Markov games and its complementarity formulations
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- On a Mixture Class of Stochastic Game with Ordered Field Property
- Pure Equilibrium Strategies for Stochastic Games via Potential Functions
- On canonical forms for zero-sum stochastic mean payoff games
- Nonlinear programming and stationary strategies in stochastic games
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- Policy improvement for perfect information additive reward and additive transition stochastic games with discounted and average payoffs
- Discounted semi-Markov games and algorithms for solving two structured classes
- On finding large sets of rewards in two-player ETP-ESP games
- A policy improvement algorithm for solving a mixture class of perfect information and AR-at semi-Markov games
- Absorbing games with irrational values
- Stationary equilibria in discounted stochastic games
- On Markov perfect equilibria in discounted stochastic ARAT games
- Finitely additive and measurable stochastic games
- On stationary Nash equilibria in ARAT games with unbounded payoff functions
- Remarks on sensitive equilibria in stochastic games with additive reward and transition structure
- Stochastic games with additive transitions
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