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Stationary Anonymous Sequential Games with Undiscounted Rewards

Author

Listed:
  • Piotr Więcek

    (Wrocław University of Technology)

  • Eitan Altman

    (INRIA)

Abstract

Stationary anonymous sequential games with undiscounted rewards are a special class of games that combine features from both population games (infinitely many players) with stochastic games. We extend the theory for these games to the cases of total expected reward as well as to the expected average reward. We show that in the anonymous sequential game equilibria correspond to the limits of those of related finite population games as the number of players grows to infinity. We provide examples to illustrate our results.

Suggested Citation

  • Piotr Więcek & Eitan Altman, 2015. "Stationary Anonymous Sequential Games with Undiscounted Rewards," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 686-710, August.
    • Handle: RePEc:spr:joptap:v:166:y:2015:i:2:d:10.1007_s10957-014-0649-9
    DOI: 10.1007/s10957-014-0649-9
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    References listed on IDEAS

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    Cited by:

    1. Piotr Więcek, 2020. "Discrete-Time Ergodic Mean-Field Games with Average Reward on Compact Spaces," Dynamic Games and Applications, Springer, vol. 10(1), pages 222-256, March.
    2. Piotr Więcek, 2024. "Multiple-Population Discrete-Time Mean Field Games with Discounted and Total Payoffs: The Existence of Equilibria," Dynamic Games and Applications, Springer, vol. 14(4), pages 997-1026, September.
    3. Piotr Więcek, 2017. "Total Reward Semi-Markov Mean-Field Games with Complementarity Properties," Dynamic Games and Applications, Springer, vol. 7(3), pages 507-529, September.
    4. Berkay Anahtarci & Can Deha Kariksiz & Naci Saldi, 2023. "Q-Learning in Regularized Mean-field Games," Dynamic Games and Applications, Springer, vol. 13(1), pages 89-117, March.
    5. Ilaria Brunetti & Yezekael Hayel & Eitan Altman, 2018. "State-Policy Dynamics in Evolutionary Games," Dynamic Games and Applications, Springer, vol. 8(1), pages 93-116, March.

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