A large class of nonzero-sum symmetric stochastic games of capital accumulation/resource extraction is considered. An iterative method leading to a Nash equilibrium in the infinite horizon game with the discounted evaluation is studied. Copyright Springer-Verlag 2004

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

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...

We consider stochastic games with countable state spaces and unbounded immediate payoff functions. Our assumptions on the transition structure of the game are based on a recent work by Meyn and Tweedie [19] on computable bounds for geometric convergence rates of Markov chains. The main results...

We extend a result by Cavazos-Cadena and Lasserre on the existence of strong 1-optimal stationary policies in Markov decision chains with countable state spaces, uniformly ergodic transition probabilities and bounded costs to a larger class of models with unbounded costs and the so-called...

In this paper we study zero-sum stochastic games with Borel state spaces. We make some stochastic stability assumptions on the transition structure of the game which imply the so-called w-uniform geometric ergodicity of Markov chains induced by stationary strategies of the players. Under such...

Brown [3] constructed an aperiodic Markov decision chain in which no overtaking policy (stationary or nonstationary) exists. However, in his example a strong overtaking optimal policy exists in the class of all stationary policies. We provide another example of an aperiodic and geometric ergodic...

The family of weighted Banzhaf values for cooperativen-person TU-games is studied. First we introduce the weighted Banzhaf value for an exogenously given vector of positive weights of the players. Then we give an axiomatic characterization of the class of all possible weighted Banzhaf values....

A class of stochastic games with additive reward and transition structure is studied. For zero-sum games under some ergodicity assumptions 1-equilibria are shown to exist. They correspond to so-called sensitive optimal policies in dynamic programming. For a class of nonzero-sum stochastic games...

In this paper we show that many results on equilibria in stochastic games arising from economic theory can be deduced from the theorem on the existence of a correlated equilibrium due to Nowak and Raghavan. Some new classes of nonzero-sum Borel state space discounted stochastic games having...