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Approximation of Noncooperative Semi-Markov Games

Author

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  • A. Jaśkiewicz

    (Wroclaw University of Technology)

  • A. S. Nowak

    (University of Zielona Góra)

Abstract

An approximation of a general V-ergodic semi-Markov game with Borel state space by discrete-state space strongly-ergodic games is studied. The standard expected ratio-average criterion as well as the expected time-average criterion are considered. New theorems on the existence of ∊-equilibria are given.

Suggested Citation

  • A. Jaśkiewicz & A. S. Nowak, 2006. "Approximation of Noncooperative Semi-Markov Games," Journal of Optimization Theory and Applications, Springer, vol. 131(1), pages 115-134, October.
    • Handle: RePEc:spr:joptap:v:131:y:2006:i:1:d:10.1007_s10957-006-9128-2
    DOI: 10.1007/s10957-006-9128-2
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    References listed on IDEAS

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    1. E. Altman & A. Hordijk & F. M. Spieksma, 1997. "Contraction Conditions for Average and (alpha)-Discount Optimality in Countable State Markov Games with Unbounded Rewards," Mathematics of Operations Research, INFORMS, vol. 22(3), pages 588-618, August.
    2. Andrzej S. Nowak & Anna Jaśkiewicz, 2005. "Nonzero-sum semi-Markov games with the expected average payoffs," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 62(1), pages 23-40, September.
    3. A. S. Nowak & T. E. S. Raghavan, 1992. "Existence of Stationary Correlated Equilibria with Symmetric Information for Discounted Stochastic Games," Mathematics of Operations Research, INFORMS, vol. 17(3), pages 519-526, August.
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    Cited by:

    1. Tomás Prieto-Rumeau & José Lorenzo, 2015. "Approximation of zero-sum continuous-time Markov games under the discounted payoff criterion," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 799-836, October.
    2. David González-Sánchez & Fernando Luque-Vásquez & J. Adolfo Minjárez-Sosa, 2019. "Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies," Dynamic Games and Applications, Springer, vol. 9(1), pages 103-121, March.
    3. Łukasz Balbus & Kevin Reffett & Łukasz Woźny, 2013. "Markov Stationary Equilibria in Stochastic Supermodular Games with Imperfect Private and Public Information," Dynamic Games and Applications, Springer, vol. 3(2), pages 187-206, June.

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