Optimal strategies in a class of zero-sum ergodic stochastic games
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.
scientific article; zbMATH DE number 1439912