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Equilibrium Strategies In Stochastic Games With Additive Cost And Transition Structure

Author

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  • HEINZ-UWE KÜENLE

    (Department of Mathematics, Brandenburg Technical University of Cottbus, D-03013 Cottbus, Germany)

Abstract

Two-person stochastic games with additive transition and cost structure and the criterion of expected total costs are treated. State space and action spaces are standard Borel, and unbounded costs are allowed. For the zero-sum case, it is shown that there are stationary deterministicεη-optimal strategies for everyε>0and a certain weight function η if some semi-continuity and compactness conditions are fulfilled. Using these results, the existence of so-called quasi-stationary deterministicεη-equilibrium strategy pairs under corresponding conditions is proven.

Suggested Citation

  • Heinz-Uwe Küenle, 1999. "Equilibrium Strategies In Stochastic Games With Additive Cost And Transition Structure," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 131-147.
    • Handle: RePEc:wsi:igtrxx:v:01:y:1999:i:02:n:s0219198999000098
    DOI: 10.1142/S0219198999000098
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    JEL classification:

    • B4 - Schools of Economic Thought and Methodology - - Economic Methodology
    • C0 - Mathematical and Quantitative Methods - - General
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
    • D5 - Microeconomics - - General Equilibrium and Disequilibrium
    • D7 - Microeconomics - - Analysis of Collective Decision-Making
    • M2 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics

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