On N-person stochastic games by denumerable state space
نویسندگان
چکیده
منابع مشابه
N–person Stochastic Games: Extensions of the Finite State Space Case and Correlation
In this chapter, we present a framework for m-person stochastic games with an infinite state space. Our main purpose is to present a correlated equilibrium theorem proved by Nowak and Raghavan [42] for discounted stochastic games with a measurable state space, where the correlation of the different players’ strategies employs only “public signals” [16]. We will also provide a detailed survey of...
متن کاملStochastic Games on a Product State Space
Stochastic games and product-games. An n-player stochastic game is given by (1) a set of players N = 1 n , (2) a nonempty and finite set of states S, (3) for each state s ∈ S, a nonempty and finite set of actions As for each player i, (4) for each state s ∈ S and each joint action as ∈×i∈N As , a payoff r i s as ∈ to each player i, (5) for each state s ∈ S and each joint action as ∈×i∈N As , a ...
متن کاملTwo-person Zero-sum Linear Quadratic Stochastic Differential Games by a Hilbert Space Method
An open-loop two-person zero-sum linear quadratic (LQ for short) stochastic differential game is considered. The controls for both players are allowed to appear in both the drift and diffusion of the state equation, the weighting matrices in the payoff/cost functional are not assumed to be definite/nonsingular, and the cross-terms between two controls are allowed to appear. A forward-backward s...
متن کاملA note on two-person zero-sum communicating stochastic games
For undiscounted two-person zero-sum communicating stochastic games with finite state and action spaces, a solution procedure is proposed that exploits the communication property, i.e., working with irreducible games over restricted strategy spaces. The proposed procedure gives the value of the communicating game with an arbitrarily small error when the value is independent of the initial state.
متن کاملA Closed-Form Formula for the Fair Allocation of Gains in Cooperative N-Person Games
Abstract This paper provides a closed-form optimal solution to the multi-objective model of the fair allocation of gains obtained by cooperation among all players. The optimality of the proposed solution is first proved. Then, the properties of the proposed solution are investigated. At the end, a numerical example in inventory control environment is given to demonstrate the application and t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 1978
ISSN: 0001-8678,1475-6064
DOI: 10.2307/1426945