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Zero-sum stochastic games with average payoffs: New optimality conditions.
- Source :
- Acta Mathematica Sinica; Jul2009, Vol. 25 Issue 7, p1201-1216, 16p
- Publication Year :
- 2009
-
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]
Details
- Language :
- English
- ISSN :
- 14398516
- Volume :
- 25
- Issue :
- 7
- Database :
- Complementary Index
- Journal :
- Acta Mathematica Sinica
- Publication Type :
- Academic Journal
- Accession number :
- 47488206
- Full Text :
- https://doi.org/10.1007/s10114-009-6274-0