Optimal strategies in a class of zero-sum ergodic stochastic games
type: Item
instance of: scholarly article
title: Optimal strategies in a class of zero-sum ergodic stochastic games
zbMATH Open document ID: 0941.91011
published in: Mathematical Methods of Operations Research
publication date: 2000-05-07T00:00:00Z
review text: 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.
reviewed by: Samir Kumar Neogy
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A05
zbMATH DE Number: 1439912
zbMATH Keywords: zero-sum stochastic game
zbMATH Keywords: Borel state space
zbMATH Keywords: average optimal strategies
zbMATH Keywords: optimal stationary strategies
zbMATH Keywords: overtaking equilibrium
zbMATH Keywords: overtaking stationary strategies
author: Andrzej S. Nowak
MaRDI profile type: Publication
full work available at URL: s001860050078
OpenAlex ID: W2006053863
DOI: 10.1007/S001860050078
description: scientific article; zbMATH DE number 1439912