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Existence of stationary equilibrium for mixtures of discounted stochastic games
, Parthasarathy T, Babu S
Published in Indian Academy of Sciences
2012
Volume: 103
   
Issue: 9
Pages: 1003 - 1013
Abstract

We consider non-zero sum discounted uncountable state space stochastic games that contain mixtures of game classes. We prove the existence of a stationary equilibrium pair for these mixture games. In particular, we consider mixture class games that contain a mix of countable/finite and uncountable state space subsets, Separable Reward - State Independent Transition subgame, State Independent Transition subgame and certain types of Additive Reward Additive Transition subgames. The technique used in this article involves defining a new stochastic game, and defining its reward and transition functions in terms of the original game's reward and transition functions. We then show that the new game, and hence the original game, each contain a stationary equilibrium pair. Though this article considers two-player non-zero sum discounted uncountable state space stochastic games, the proof of existence of a stationary equilibrium pair can be extended to n-player games also.

About the journal
JournalCurrent Science
PublisherIndian Academy of Sciences
ISSN0011-3891
Open AccessYes
Concepts (4)
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    Discounted stochastic games
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    Mixture class
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    Stationary equilibrium
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    Uncountable state space.