Abstract
We study stochastic games with countable state space, compact action spaces, and limiting average payoff. ForN-person games, the existence of an equilibrium in stationary strategies is established under a certain Liapunov stability condition. For two-person zero-sum games, the existence of a value and optimal strategies for both players are established under the same stability condition.
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Communicated by P. Varaiya
The authors wish to thank Prof. T. Parthasarathy for pointing out an error in an earlier version of this paper. M. K. Ghosh wishes to thank Prof. A. Arapostathis and Prof. S. I. Marcus for their hospitality and support.
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Borkar, V.S., Ghosh, M.K. Denumerable state stochastic games with limiting average payoff. J Optim Theory Appl 76, 539–560 (1993). https://doi.org/10.1007/BF00939382
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DOI: https://doi.org/10.1007/BF00939382