1. Zero-sum stochastic games with average payoffs: New optimality conditions.
- Author
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Jie Yang and Xian Guo
- Subjects
- *
STOCHASTIC analysis , *STOCHASTIC approximation , *APPROXIMATION theory , *MATHEMATICS , *MATHEMATICAL analysis - Abstract
In this paper we study zero-sum stochastic games. The optimality criterion is the long-run expected average criterion, and the payoff function may have neither upper nor lower bounds. We give a new set of conditions for the existence of a value and a pair of optimal stationary strategies. Our conditions are slightly weaker than those in the previous literature, and some new sufficient conditions for the existence of a pair of optimal stationary strategies are imposed on the primitive data of the model. Our results are illustrated with a queueing system, for which our conditions are satisfied but some of the conditions in some previous literatures fail to hold. [ABSTRACT FROM AUTHOR]
- Published
- 2009
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