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...

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...

The aim of this paper is to solve the basic stochastic shortest-path problem (SSPP) for Markov chains (MCs) with countable state space and then apply the results to a class of nearest-neighbor MCs on the lattice state space <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\mathbb Z \times \mathbb Z $$</EquationSource> </InlineEquation> whose only moves are one step up,...</equationsource></inlineequation>

The aim of this paper is to investigate the Lagrangian approach and a related Linear Programming (LP) that appear in constrained Markov decision processes (CMDPs) with a countable state space and total expected cost criteria (of which the expected discounted cost is a special case). We consider...

The aim of this paper is to investigate the Lagrangian approach and a related Linear Programming (LP) that appear in constrained Markov decision processes (CMDPs) with a countable state space and total expected cost criteria (of which the expected discounted cost is a special case). We consider...

The aim of this paper is to solve the basic stochastic shortest-path problem (SSPP) for Markov chains (MCs) with countable state space and then apply the results to a class of nearest-neighbor MCs on the lattice state space $$\mathbb Z \times \mathbb Z $$ whose only moves are one step up, down,...

We examine collaboration in a one-arm bandit problem in which the players' actions affect the distribution over future payoffs. The players need to exert costly effort both to enhance the value of a risky technology and to learn about its current state. Both product value and learning are public...

We characterize perfect public equilibrium payoffs in dynamic stochastic games, in the case where the length of the period shrinks, but players' rate of time discounting and the transition rate between states remain fixed. We present a meaningful definition of the feasible and individually...