Applications and Special Classes of Stochastic Games

This chapter is devoted to applications of stochastic games to motivating situations. It quite often appears that a representation of such a realistic situation as a stochastic game leads to a game where the data have certain structural characteristics. For example, a characteristic property could be that the data of the game are such that the transition probabilities are influenced only by the action variable of one player, thus leading to the concept of a single-controller stochastic game. In this way. structural properties of the data of a stochastic game give rise to special classes of games. We have chosen to order this chapter according to these special classes. For each of them we will give the main theoretical results that can be derived with the aid of the theorems of the previous chapters. Next, for each of the special classes, we give one or more applications that will illustrate the special features of the various classes. The emphasis in these applications will be placed on the representation as a stochastic game and on general properties of such games, rather than on the computation of solutions of special examples.