Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes

Title:

Nash ε-equilibria for stochastic games with total reward functions: an approach through Markov decision processes

Creator:

González-Padilla, Francisco J. and Montes-de-Oca, Raúl

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:87058330-eeae-4d91-827f-41708892b021
uuid:87058330-eeae-4d91-827f-41708892b021
doi:10.14736/kyb-2019-1-0152

Subject:

Nash equilibrium, Markov decision processes, stochastic games, and total rewards

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

The main objective of this paper is to find structural conditions under which a stochastic game between two players with total reward functions has an ϵ-equilibrium. To reach this goal, the results of Markov decision processes are used to find ϵ-optimal strategies for each player and then the correspondence of a better answer as well as a more general version of Kakutani's Fixed Point Theorem to obtain the ϵ-equilibrium mentioned. Moreover, two examples to illustrate the theory developed are presented.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

152-165

Source:

Kybernetika | 2019 Volume:55 | Number:1

Harvested from:

CDK

Metadata only:

false