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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical methods of operations research 50 (1999), S. 65-76 
    ISSN: 1432-5217
    Keywords: Key words: Stochastic games ; countable state space ; sensitive optimality ; unbounded payoffs
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract. 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 in this paper concern the existence of sensitive optimal strategies in some classes of zero-sum stochastic games. By sensitive optimality we mean overtaking or 1-optimality. We also provide a new Nash equilibrium theorem for a class of ergodic nonzero-sum stochastic games with denumerable state spaces.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical methods of operations research 49 (1999), S. 475-482 
    ISSN: 1432-5217
    Keywords: Key words: Markov decision chains ; countable state space ; sensitive optimality ; unbounded costs.
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract. 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 V-uniform ergodic transition structure.
    Type of Medium: Electronic Resource
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