Geodesic
Some remarks on equilibria in semi-Markov games
Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 385-394 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

Voir la notice de l'article

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.
DOI : 10.4064/am-27-4-385-394
Keywords: correlated equilibrium, Nash equilibrium, general state space, nonzero-sum semi-Markov game, long run expected average payoff criterion

Andrzej Nowak 1

1 
@article{10_4064_am_27_4_385_394,
     author = {Andrzej Nowak},
     title = {Some remarks on equilibria in {semi-Markov} games},
     journal = {Applicationes Mathematicae},
     pages = {385--394},
     year = {2000},
     volume = {27},
     number = {4},
     doi = {10.4064/am-27-4-385-394},
     zbl = {1050.91010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am-27-4-385-394/}
}
TY  - JOUR
AU  - Andrzej Nowak
TI  - Some remarks on equilibria in semi-Markov games
JO  - Applicationes Mathematicae
PY  - 2000
SP  - 385
EP  - 394
VL  - 27
IS  - 4
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am-27-4-385-394/
DO  - 10.4064/am-27-4-385-394
LA  - en
ID  - 10_4064_am_27_4_385_394
ER  - 
%0 Journal Article
%A Andrzej Nowak
%T Some remarks on equilibria in semi-Markov games
%J Applicationes Mathematicae
%D 2000
%P 385-394
%V 27
%N 4
%U http://geodesic.mathdoc.fr/articles/10.4064/am-27-4-385-394/
%R 10.4064/am-27-4-385-394
%G en
%F 10_4064_am_27_4_385_394
Andrzej Nowak. Some remarks on equilibria in semi-Markov games. Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 385-394. doi: 10.4064/am-27-4-385-394

Cité par Sources :