On Nash Equilibria for Stochastic Games and Determining the Optimal Strategies of the Players

Authors

  • Dmitrii Lozovanu Academy of Sciences of Moldova
  • Stefan Pickl Universitat der Bundeswehr

Abstract

We consider n -person stochastic games in the sense of Shapley. The main results of the paper
are related to the existence of Nash equilibria and determining the optimal stationary strategies
of the players in the considered games.
We show that a Nash equilibrium for the stochastic game with average payoff functions of the players exists if an arbitrary situation induces an ergodic Markov chain. For the stochastic game with discounted payoff functions we show that a Nash equilibrium always exists. Some approaches for determining Nash equilibria in the considered games are proposed.

Keywords:

Markov decision processes, stochastic games, Nash equilibria, optimal stationary strategies

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References

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Published

2022-05-24

How to Cite

Lozovanu, D., & Pickl, . S. (2022). On Nash Equilibria for Stochastic Games and Determining the Optimal Strategies of the Players. Contributions to Game Theory and Management, 8. Retrieved from https://gametheory.spbu.ru/article/view/13458

Issue

Vol. 8 (2015)

Section

Articles

License

Articles of "Contributions to Game Theory and Management" are open access distributed under the terms of the License Agreement with Saint Petersburg State University, which permits to the authors unrestricted distribution and self-archiving free of charge.