Abstract.
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 assumptions and some regularity conditions on the primitive data, we prove the existence of optimal stationary strategies for the players in the expected average payoff stochastic games. We also provide a first result on overtaking optimality in zero-sum stochastic games.
Similar content being viewed by others
Author information
Authors and Affiliations
Additional information
Manuscript received: October 1998
Rights and permissions
About this article
Cite this article
Nowak, A. Optimal strategies in a class of zero-sum ergodic stochastic games. Mathematical Methods of OR 50, 399–419 (1999). https://doi.org/10.1007/s001860050078
Issue Date:
DOI: https://doi.org/10.1007/s001860050078