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Zero-sum stochastic games in Borel spaces: average payoff criteria. (English) Zbl 1140.91319

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.

MSC:

91A15 Stochastic games, stochastic differential games
91A10 Noncooperative games
91A60 Probabilistic games; gambling
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