Two-stage noncooperative stochastic games with denumerable state spaces
In this paper we define two-stage noncooperative stochastic games with two optimality criteria: the total discount return criteria and the average return per unit time criterion. We prove, under certain conditions, the existence of an equilibrium strategies for players in such games.
We restrict ourselves to the case of two-person two-stage noncooperative stochastic games only. Generalization to n-person two-stage noncooperative stochastic games does not present any difficulties.
KeywordsEquilibrium Strategy Stochastic Game Equilibrium Policy Markov Game Markov Policy
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