Geodesic
On the existence and determining stationary Nash equilibria for switching controller stochastic games
Contributions to game theory and management, Tome 14 (2021), pp. 290-301

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In this paper we consider the problem of the existence and determining stationary Nash equilibria for switching controller stochastic games with discounted and average payoffs. The set of states and the set of actions in the considered games are assumed to be finite. For a switching controller stochastic game with discounted payoffs we show that all stationary equilibria can be found by using an auxiliary continuous noncooperative static game in normal form in which the payoffs are quasi-monotonic (quasi-convex and quasi-concave) with respect to the corresponding strategies of the players. Based on this we propose an approach for determining the optimal stationary strategies of the players. In the case of average payoffs for a switching controller stochastic game we also formulate an auxiliary noncooperative static game in normal form with quasi-monotonic payoffs and show that such a game possesses a Nash equilibrium if the corresponding switching controller stochastic game has a stationary Nash equilibrium.
Keywords: stochastic game, switching control, stationary strategies, stationary Nash equilibrium. 
@article{CGTM_2021_14_a21,
     author = {Dmitrii Lozovanu and Stefan Pickl},
     title = {On the existence and determining stationary {Nash} equilibria for switching controller stochastic games},
     journal = {Contributions to game theory and management},
     pages = {290--301},
     publisher = {mathdoc},
     volume = {14},
     year = {2021},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CGTM_2021_14_a21/}
}
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Dmitrii Lozovanu; Stefan Pickl. On the existence and determining stationary Nash equilibria for switching controller stochastic games. Contributions to game theory and management, Tome 14 (2021), pp. 290-301. http://geodesic.mathdoc.fr/item/CGTM_2021_14_a21/