Abstract.
We consider stochastic games with countable state spaces and unbounded immediate payoff functions. Our assumptions on the transition structure of the game are based on a recent work by Meyn and Tweedie [19] on computable bounds for geometric convergence rates of Markov chains. The main results in this paper concern the existence of sensitive optimal strategies in some classes of zero-sum stochastic games. By sensitive optimality we mean overtaking or 1-optimality. We also provide a new Nash equilibrium theorem for a class of ergodic nonzero-sum stochastic games with denumerable state spaces.
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Manuscript received: October 1998
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Nowak, A. Sensitive equilibria for ergodic stochastic games with countable state spaces. Mathematical Methods of OR 50, 65–76 (1999). https://doi.org/10.1007/PL00020927
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DOI: https://doi.org/10.1007/PL00020927