Average-discounted equilibria in stochastic games
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چکیده
منابع مشابه
Theory and Methodology Average-discounted equilibria in stochastic games
In stochastic games with ®nite state and action spaces, we examine existence of equilibria where player 1 uses the limiting average reward and player 2 a discounted reward for the evaluations of the respective payo sequences. By the nature of these rewards, the far future determines player 1's reward, while player 2 is rather interested in the near future. This gives rise to a natural cooperat...
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The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called “(decomposable) coarser transition kernels”. This result covers various earlier existence results on correlated equilibria, noisy stochastic games, stochastic games with finite actions and stateindependent transitions, and stochastic games with mixtures of constant transition kern...
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We give sufficient conditions for a non-zero sum discounted stochastic game with compact and convex action spaces and with norm-continuous transition probabilities, but with possibly unbounded state space, to have a Nash equilibrium in homogeneous Markov strategies that depends in a Lipschitz continuous manner on the current state. If the underlying state space is compact this yields the existe...
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We give an alternative proof to a result of Mertens and Parthasarathy, stating that every n-player discounted stochastic game with general setup, and with a norm-continuous transition, has a subgame perfect equilibrium. † Institute of Mathematics and Center for Rationality and Interactive Decision Theory, The Hebrew University, Givat Ram, 91904 Jerusalem, Israel. e-mail: [email protected] ...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 1999
ISSN: 0377-2217
DOI: 10.1016/s0377-2217(97)00384-6