Geodesic
On the existence of stationary Nash equilibria in average stochastic games with finite state and action spaces
Contributions to game theory and management, Tome 13 (2020), pp. 304-323

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We consider infinite $n$-person stochastic games with limiting average payoffs criteria for the players. The main results of the paper are concerned with the existence of stationary Nash equilibria and determining the optimal strategies of the players in the games with finite state and action spaces. We present conditions for the existence of stationary Nash equilibria in the considered games and propose an approach for determining the optimal stationary strategies of the players if such strategies exist.
Keywords: Markov decision processes, average stochastic games, stationary Nash equilibria, optimal stationary strategies. 
@article{CGTM_2020_13_a15,
     author = {Dmitrii Lozovanu and Stefan Pickl},
     title = {On the existence of stationary {Nash} equilibria in average stochastic games with finite  state and action spaces},
     journal = {Contributions to game theory and management},
     pages = {304--323},
     publisher = {mathdoc},
     volume = {13},
     year = {2020},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2020_13_a15/}
}
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Dmitrii Lozovanu; Stefan Pickl. On the existence of stationary Nash equilibria in average stochastic games with finite  state and action spaces. Contributions to game theory and management, Tome 13 (2020), pp. 304-323. http://geodesic.mathdoc.fr/item/CGTM_2020_13_a15/