On nash equilibria in stochastic positional games with average payoffs
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LOZOVANU, Dmitrii, PICKL, Stefan Wolfgang. On nash equilibria in stochastic positional games with average payoffs. In: Springer Proceedings in Mathematics and Statistics, Ed. 1, 15-20 iunie 2014, Khalkis. New York: Springer New York LLC, 2015, Vol. 130, pp. 171-186. ISBN 978-331918566-8. ISSN 21941009. DOI: https://doi.org/10.1007/978-3-319-18567-5_9
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Springer Proceedings in Mathematics and Statistics
Vol. 130, 2015
Conferința "Conference on Optimization, Control and Applications in the Information Age"
1, Khalkis, Grecia, 15-20 iunie 2014

On nash equilibria in stochastic positional games with average payoffs

DOI:https://doi.org/10.1007/978-3-319-18567-5_9

Pag. 171-186

Lozovanu Dmitrii1, Pickl Stefan Wolfgang2
 
1 Institute of Mathematics and Computer Science ASM,
2 Bundeswehr University Munich
 
 
Disponibil în IBN: 4 iunie 2023


Rezumat

We consider a class of stochastic positional games that extends deterministic positional games with average payoffs. The considered class of games we formulate and study applies the game-theoretical concept to finite state space Markov decision processes with an average cost optimization criterion. Necessary and sufficient conditions for the existence of Nash equilibria in stochastic positional games with average payoffs are proven and some approaches for determining the optimal stationary strategies of the players are analyzed. For antagonistic positional games are proposed. Iterative algorithms for determining the saddle points. Additionally we show that the obtained results can be used for studying the problem of the existence of Nash equilibria in Shapley stochastic games with average payoffs. 

Cuvinte-cheie
Finite space, Markov Processes, Nash equilibrium, Saddle point algorithm, Shapley stochastic games, stochastic positional games