Some remarks on equilibria in semi-Markov games

Tom 27 / 2000

Andrzej Nowak Applicationes Mathematicae 27 (2000), 385-394 DOI: 10.4064/am-27-4-385-394


This paper is a first study of correlated equilibria in nonzero-sum semi-Markov stochastic games. We consider the expected average payoff criterion under a strong ergodicity assumption on the transition structure of the games. The main result is an extension of the correlated equilibrium theorem proven for discounted (discrete-time) Markov games in our joint paper with Raghavan. We also provide an existence result for stationary Nash equilibria in the limiting average payoff semi-Markov games with state independent and nonatomic transition probabilities. A similar result was proven for discounted Markov games by Parthasarathy and Sinha.


  • Andrzej Nowak

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