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Stochastic Games with Average Payoff Criterion

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Abstract.

We study two-person stochastic games on a Polish state and compact action spaces and with average payoff criterion under a certain ergodicity condition. For the zero-sum game we establish the existence of a value and stationary optimal strategies for both players. For the nonzero-sum case the existence of Nash equilibrium in stationary strategies is established under certain separability conditions.

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Accepted 9 January 1997

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Ghosh, M., Bagchi, A. Stochastic Games with Average Payoff Criterion . Appl Math Optim 38, 283–301 (1998). https://doi.org/10.1007/s002459900092

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  • DOI: https://doi.org/10.1007/s002459900092

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