On approximations of nonzero-sum uniformly continuous ergodic stochastic games
Nowak, Andrzej
Applicationes Mathematicae, Tome 26 (1999), p. 221-228 / Harvested from The Polish Digital Mathematics Library

We consider a class of uniformly ergodic nonzero-sum stochastic games with the expected average payoff criterion, a separable metric state space and compact metric action spaces. We assume that the payoff and transition probability functions are uniformly continuous. Our aim is to prove the existence of stationary ε-equilibria for that class of ergodic stochastic games. This theorem extends to a much wider class of stochastic games a result proven recently by Bielecki [2].

Publié le : 1999-01-01
EUDML-ID : urn:eudml:doc:219234
@article{bwmeta1.element.bwnjournal-article-zmv26i2p221bwm,
     author = {Andrzej Nowak},
     title = {On approximations of nonzero-sum uniformly continuous ergodic stochastic games},
     journal = {Applicationes Mathematicae},
     volume = {26},
     year = {1999},
     pages = {221-228},
     zbl = {1050.91009},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv26i2p221bwm}
}
Nowak, Andrzej. On approximations of nonzero-sum uniformly continuous ergodic stochastic games. Applicationes Mathematicae, Tome 26 (1999) pp. 221-228. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv26i2p221bwm/

[000] [1] D. P. Bertsekas and S. E. Shreve, Stochastic Optimal Control: The Discrete Time Case, Academic Press, New York, 1979. | Zbl 0471.93002

[001] [2] T. R. Bielecki, Approximations of dynamic Nash games with general state and action spaces and ergodic costs for the players, Appl. Math. (Warsaw) 24 (1996), 195-202. | Zbl 0865.90146

[002] [3] E. B. Dynkin and A. A. Yushkevich, Controlled Markov Processes, Springer, New York, 1979. | Zbl 0073.34801

[003] [4] J. P. Georgin, Contrôle de chaînes de Markov sur des espaces arbitraires, Ann. Inst. H. Poincaré Sér. B 14 (1978), 255-277. | Zbl 0391.60066

[004] [5] O. Hernández-Lerma and J. B. Lasserre, Discrete Time Markov Control Pro- cesses: Basic Optimality Criteria, Springer, New York, 1996.

[005] [6] S. P. Meyn and R. L. Tweedie, Markov Chains and Stochastic Stability, Springer, New York, 1993. | Zbl 0925.60001

[006] [7] S. P. Meyn and R. L. Tweedie, Computable bounds for geometric convergence rates of Markov chains, Ann. Appl. Probab. 4 (1994), 981-1011. | Zbl 0812.60059

[007] [8] J. Neveu, Mathematical Foundations of the Calculus of Probability, Holden-Day, San Francisco, 1965. | Zbl 0137.11301

[008] [9] A. S. Nowak, Existence of equilibrium stationary strategies in discounted noncooperative stochastic games with uncountable state space, J. Optim. Theory Appl. 45 (1985), 591-602. | Zbl 0543.90101

[009] [10] A. S. Nowak, A generalization of Ueno's inequality for n-step transition probabilities, Appl. Math. (Warsaw) 25 (1998), 295-299. | Zbl 0998.60068

[010] [11] A. S. Nowak and E. Altman, ε-Nash equilibria for stochastic games with uncountable state space and unbounded costs, technical report, Inst. Math., Wrocław Univ. of Technology, 1998 (submitted).

[011] [12] A. S. Nowak and K. Szajowski, Nonzero-sum stochastic games, Ann. Dynamic Games 1999 (to appear). | Zbl 0940.91014

[012] [13] W. Whitt, Representation and approximation of noncooperative sequential games, SIAM J. Control Optim. 18 (1980), 33-48. | Zbl 0428.90094