We consider stochastic games with countable state spaces and unbounded immediate payoff functions. Our assumptions on the transition structure of the game are based on a recent work by Meyn and Tweedie [19] on computable bounds for geometric convergence rates of Markov chains. The main results...

We extend a result by Cavazos-Cadena and Lasserre on the existence of strong 1-optimal stationary policies in Markov decision chains with countable state spaces, uniformly ergodic transition probabilities and bounded costs to a larger class of models with unbounded costs and the so-called...

We extend a result by Cavazos-Cadena and Lasserre on the existence of strong 1-optimal stationary policies in Markov decision chains with countable state spaces, uniformly ergodic transition probabilities and bounded costs to a larger class of models with unbounded costs and the so-called...

The aim of this paper is to investigate the Lagrangian approach and a related Linear Programming (LP) that appear in constrained Markov decision processes (CMDPs) with a countable state space and total expected cost criteria (of which the expected discounted cost is a special case). We consider...

The aim of this paper is to solve the basic stochastic shortest-path problem (SSPP) for Markov chains (MCs) with countable state space and then apply the results to a class of nearest-neighbor MCs on the lattice state space <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\mathbb Z \times \mathbb Z $$</EquationSource> </InlineEquation> whose only moves are one step up,...</equationsource></inlineequation>

The aim of this paper is to investigate the Lagrangian approach and a related Linear Programming (LP) that appear in constrained Markov decision processes (CMDPs) with a countable state space and total expected cost criteria (of which the expected discounted cost is a special case). We consider...

The aim of this paper is to solve the basic stochastic shortest-path problem (SSPP) for Markov chains (MCs) with countable state space and then apply the results to a class of nearest-neighbor MCs on the lattice state space $$\mathbb Z \times \mathbb Z $$ whose only moves are one step up, down,...

An absorbing game is a repeated game where some action combinations are absorbing, in the sense that whenever they are played, there is a positive probability that the game terminates, and the players receive some terminal payoff at every future stage. We prove that every multi-player absorbing...

This paper discusses the problem regarding the existence of optimal or nearly optimal stationary strategies for a player engaged in a nonleavable stochastic game. It is known that, for these games, player I need not have an -optimal stationary strategy even when the state space of the game is...