We consider zero-sum stochastic games with Borel state spaces satisfying a generalized geometric ergodicity condition. We prove under fairly general assumptions that the optimality equation has a solution which is unique up to an additive constant. Copyright Springer-Verlag Berlin Heidelberg 2001

In this paper we study zero-sum stochastic games with Borel state spaces. We make some stochastic stability assumptions on the transition structure of the game which imply the so-called w-uniform geometric ergodicity of Markov chains induced by stationary strategies of the players. Under such...

Nonzero-sum ergodic semi-Markov games with Borel state spaces are studied. An equilibrium theorem is proved in the class of correlated stationary strategies using public randomization. Under some additivity assumption concerning the transition probabilities stationary Nash equilibria are also...

In this paper we study zero-sum stochastic games with Borel state spaces. We make some stochastic stability assumptions on the transition structure of the game which imply the so-called w-uniform geometric ergodicity of Markov chains induced by stationary strategies of the players. Under such...

We consider zero-sum stochastic games with Borel state spaces satisfying a generalized geometric ergodicity condition. We prove under fairly general assumptions that the optimality equation has a solution which is unique up to an additive constant. Copyright Springer-Verlag Berlin Heidelberg 2001

Nonzero-sum ergodic semi-Markov games with Borel state spaces are studied. An equilibrium theorem is proved in the class of correlated stationary strategies using public randomization. Under some additivity assumption concerning the transition probabilities stationary Nash equilibria are also...

A class of stochastic games with additive reward and transition structure is studied. For zero-sum games under some ergodicity assumptions 1-equilibria are shown to exist. They correspond to so-called sensitive optimal policies in dynamic programming. For a class of nonzero-sum stochastic games...

A class of stochastic games with additive reward and transition structure is studied. For zero-sum games under some ergodicity assumptions 1-equilibria are shown to exist. They correspond to so-called sensitive optimal policies in dynamic programming. For a class of nonzero-sum stochastic games...