Some remarks on equilibria in semi-Markov games

Andrzej Nowak

Applicationes Mathematicae (2000)

  • Volume: 27, Issue: 4, page 385-394
  • ISSN: 1233-7234

Abstract

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This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic games. We consider the expected average payoff criterion under a strong ergodicity assumption on the transition structure of the games. The main result is an extension of the correlated equilibrium theorem proven for discounted (discrete-time) Markov games in our joint paper with Raghavan. We also provide an existence result for stationary Nash equilibria in the limiting average payoff semi-Markov games with state independent and nonatomic transition probabilities. A similar result was proven for discounted Markov games by Parthasarathy and Sinha.

How to cite

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Nowak, Andrzej. "Some remarks on equilibria in semi-Markov games." Applicationes Mathematicae 27.4 (2000): 385-394. <http://eudml.org/doc/219281>.

@article{Nowak2000,
abstract = {This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic games. We consider the expected average payoff criterion under a strong ergodicity assumption on the transition structure of the games. The main result is an extension of the correlated equilibrium theorem proven for discounted (discrete-time) Markov games in our joint paper with Raghavan. We also provide an existence result for stationary Nash equilibria in the limiting average payoff semi-Markov games with state independent and nonatomic transition probabilities. A similar result was proven for discounted Markov games by Parthasarathy and Sinha.},
author = {Nowak, Andrzej},
journal = {Applicationes Mathematicae},
keywords = {correlated equilibrium; Nash equilibrium; general state space; nonzero-sum semi-Markov game; long run expected average payoff criterion},
language = {eng},
number = {4},
pages = {385-394},
title = {Some remarks on equilibria in semi-Markov games},
url = {http://eudml.org/doc/219281},
volume = {27},
year = {2000},
}

TY - JOUR
AU - Nowak, Andrzej
TI - Some remarks on equilibria in semi-Markov games
JO - Applicationes Mathematicae
PY - 2000
VL - 27
IS - 4
SP - 385
EP - 394
AB - This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic games. We consider the expected average payoff criterion under a strong ergodicity assumption on the transition structure of the games. The main result is an extension of the correlated equilibrium theorem proven for discounted (discrete-time) Markov games in our joint paper with Raghavan. We also provide an existence result for stationary Nash equilibria in the limiting average payoff semi-Markov games with state independent and nonatomic transition probabilities. A similar result was proven for discounted Markov games by Parthasarathy and Sinha.
LA - eng
KW - correlated equilibrium; Nash equilibrium; general state space; nonzero-sum semi-Markov game; long run expected average payoff criterion
UR - http://eudml.org/doc/219281
ER -

References

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