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Almost Stationary ∈-Equilibria in Zero-Sum Stochastic Games (2000)

Flesch, J. ; Thuijsman, F. ; Vrieze, O. J.

Springer

Journal of optimization theory and applications 105 (2000), S. 371-389

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ISSN: 1573-2878

Keywords: zero-sum stochastic games ; limiting average rewards ; equilibria

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract We show the existence of almost stationary ∈-equilibria, for all ∈ 〉 0, in zero-sum stochastic games with finite state and action spaces. These are ∈-equilibria with the property that, if neither player deviates, then stationary strategies are played forever with probability almost 1. The proof is based on the construction of specific stationary strategy pairs, with corresponding rewards equal to the value, which can be supplemented with history-dependent δ-optimal strategies, with small δ 〉 0, in order to obtain almost stationary ∈-equilibria.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1023/A:1004614002737

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