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We consider zero-sum stochastic games with Borel state spaces satisfying a generalized geometric ergodicity condition. We prove under fairly general assumptions that the optimality equation has a solution which is unique up to an additive constant. Copyright Springer-Verlag Berlin Heidelberg 2001
Persistent link: https://www.econbiz.de/10010847619
Nonzero-sum ergodic semi-Markov games with Borel state spaces are studied. An equilibrium theorem is proved in the class of correlated stationary strategies using public randomization. Under some additivity assumption concerning the transition probabilities stationary Nash equilibria are also...
Persistent link: https://www.econbiz.de/10010847839