Title
Stochastic games on a product state space: the periodic case
Abstract
We examine so-called product-games. These are n-player stochastic games played on a product state space S 1 × ... × S n , in which player i controls the transitions on S i . For the general n-player case, we establish the existence of 0-equilibria. In addition, for the case of two-player zero-sum games of this type, we show that both players have stationary 0-optimal strategies. In the analysis of product-games, interestingly, a central role is played by the periodic features of the transition structure. Flesch et al. (Math Oper Res 33, 403–420, 2008) showed the existence of 0-equilibria under the assumption that, for every player i, the transition structure on S i is aperiodic. In this article, we examine product-games with periodic transition structures. Even though a large part of the approach in Flesch et al. (Math Oper Res 33, 403–420, 2008) remains applicable, we encounter a number of tricky problems that we have to address. We provide illustrative examples to clarify the essence of the difference between the aperiodic and periodic cases.
Year
DOI
Venue
2009
10.1007/s00182-009-0153-x
Int. J. Game Theory
Keywords
DocType
Volume
zero sum game,mathematical economics,publication,state space
Journal
38
Issue
ISSN
Citations 
2
1432-1270
6
PageRank 
References 
Authors
0.63
12
3
Name
Order
Citations
PageRank
János Flesch110826.87
Gijs Schoenmakers2417.21
Koos Vrieze3567.43