This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic games. We consider the expected average payoff criterion under a strong ergodicity assumption on the transition structure of the games. The main result is an extension of the correlated equilibrium theorem proven for discounted (discrete-time) Markov games in our joint paper with Raghavan. We also provide an existence result for stationary Nash equilibria in the limiting average payoff semi-Markov games with state independent and nonatomic transition probabilities. A similar result was proven for discounted Markov games by Parthasarathy and Sinha.
@article{bwmeta1.element.bwnjournal-article-zmv27i4p385bwm,
author = {Andrzej Nowak},
title = {Some remarks on equilibria in semi-Markov games},
journal = {Applicationes Mathematicae},
volume = {27},
year = {2000},
pages = {385-394},
zbl = {1050.91010},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv27i4p385bwm}
}
Nowak, Andrzej. Some remarks on equilibria in semi-Markov games. Applicationes Mathematicae, Tome 27 (2000) pp. 385-394. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv27i4p385bwm/
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