Stochastic Games on a Product State Space
نویسندگان
چکیده
منابع مشابه
Stochastic Games on a Product State Space
Stochastic games and product-games. An n-player stochastic game is given by (1) a set of players N = 1 n , (2) a nonempty and finite set of states S, (3) for each state s ∈ S, a nonempty and finite set of actions As for each player i, (4) for each state s ∈ S and each joint action as ∈×i∈N As , a payoff r i s as ∈ to each player i, (5) for each state s ∈ S and each joint action as ∈×i∈N As , a ...
متن کاملNonzero-sum Risk-sensitive Stochastic Games on a Countable State Space
The infinite horizon risk-sensitive discounted-cost and ergodic-cost nonzero-sum stochastic games for controlled Markov chains with countably many states are analyzed. For the discounted-cost game, we prove the existence of Nash equilibrium strategies in the class of Markov strategies under fairly general conditions. Under an additional geometric ergodicity condition and a small cost criterion,...
متن کاملOn Continuous Time Markov Games with Countable State Space
This paper is a continuation of our papers [61 and [71 and is concerned with a continuous time Markov game in which the state space is countable and the action spaces of player I and player n are compact metric spaces. In the game, the players continuously observe the state of the system and then choose actions. As a result, the reward is paid to player I from player n and the system moves to a...
متن کاملDynamic Stochastic Games with Sequential State-to-State Transitions
Discrete-time stochastic games with a finite number of states have been widely applied to study the strategic interactions among forward-looking players in dynamic environments. The model as written down by Ericson & Pakes (1995), Pakes & McGuire (1994, 2001) (hereafter, EP, PM1, and PM2), the subsequent literature (e.g., Gowrisankaran 1999, Fershtman & Pakes 2000, Benkard 2004), and in standar...
متن کاملepsilon-Equilibria for Stochastic Games with Uncountable State Space and Unbounded Costs
We study a class of noncooperative stochastic games with unbounded cost functions and an uncountable state space. It is assumed that the transition law is absolutely continuous with respect to some probability measure on the state space. Undiscounted stochastic games with expected average costs are considered first. It is shown under a uniform geometric ergodicity assumption that there exists a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2008
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1070.0304