Geodesic
Some remarks on equilibria in semi-Markov games
Applicationes Mathematicae, Tome 27 (2000) no. 4, pp. 385-394.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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 
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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. http://geodesic.mathdoc.fr/articles/10.4064/am-27-4-385-394/

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