Hernández-Lerma, Onésimo; Lasserre, Jean B. Zero-sum stochastic games in Borel spaces: average payoff criteria. (English) Zbl 1140.91319 SIAM J. Control Optim. 39, No. 5, 1520-1539 (2001). Summary: This paper is concerned with two-person zero-sum dynamic stochastic games in Borel spaces, with possibly unbounded payoff function, and several average (or ergodic) payoff criteria. We give conditions under which the long-run expected average payoff criterion, the sample-path average criterion, the existence of solutions to the average payoff Shapley equations, and a certain ”martingale condition” are all equivalent. Cited in 21 Documents MSC: 91A15 Stochastic games, stochastic differential games 91A10 Noncooperative games 91A60 Probabilistic games; gambling Keywords:zero-sum stochastic games; Borel spaces; expected average payoff; sample-path average payoff; Shapley equations PDFBibTeX XMLCite \textit{O. Hernández-Lerma} and \textit{J. B. Lasserre}, SIAM J. Control Optim. 39, No. 5, 1520--1539 (2001; Zbl 1140.91319) Full Text: DOI