Geodesic
Deterministic Markov Nash equilibria for potential discrete-time stochastic games
Kybernetika, Tome 58 (2022) no. 2, pp. 163-179.

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In this paper, we study the problem of finding deterministic (also known as feedback or closed-loop) Markov Nash equilibria for a class of discrete-time stochastic games. In order to establish our results, we develop a potential game approach based on the dynamic programming technique. The identified potential stochastic games have Borel state and action spaces and possibly unbounded nondifferentiable cost-per-stage functions. In particular, the team (or coordination) stochastic games and the stochastic games with an action independent transition law are covered.
DOI : 10.14736/kyb-2022-2-0163
Classification : 91A10, 91A14, 91A25, 91A50, 93E20
Keywords: stochastic games; optimal control; potential approach; dynamic programming 
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Fonseca-Morales, Alejandra. Deterministic Markov Nash equilibria for potential discrete-time stochastic games. Kybernetika, Tome 58 (2022) no. 2, pp. 163-179. doi : 10.14736/kyb-2022-2-0163. http://geodesic.mathdoc.fr/articles/10.14736/kyb-2022-2-0163/

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