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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Mathematical methods of operations research 50 (1999), S. 399-419 
    ISSN: 1432-5217
    Keywords: Key words: Discrete-time zero-sum stochastic games ; Borel state space ; average optimal strategies ; overtaking optimal strategies
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: 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.
    Type of Medium: Electronic Resource
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