Stochastic Games on a Product State Space
János Flesch,
Gijs Schoenmakers,
Koos Vrieze
Department of Quantitative Economics, Maastricht University, 6200 MD Maastricht, The Netherlands
Department of Mathematics, Maastricht University, 6200 MD Maastricht, The Netherlands
Department of Mathematics, Maastricht University, 6200 MD Maastricht, The Netherlands
J.Flesch{at}ke.unimaas.nl
GM.Schoenmakers{at}micc.unimaas.nl
kvrieze{at}ictvrieze.nl
We examine so-called product-games with an aperiodic transition structure, with respect to the average reward, for which we present an approach based on communicating states. For the general n-player case, we establish the existence of 0-equilibria. In addition, for the special case of two-player zero-sum games of this type, we show that both players have stationary 0-optimal strategies.
Key Words: noncooperative games; stochastic games; Markov decision problems; equilibria
History: Received: March 16, 2007;
revision received: November 10, 2007;
Copyright © 2008 by INFORMS.