When the transition probabilities of a two-person stochastic game do not depend on the actions of a fixed player at all states, the value exists in stationary strategies. Further, the data of the stochastic game, the values at each state, and the components of a pair of optimal stationary strategies all lie in the same Archimedean ordered field. This orderfield property holds also for the nonzero sum case in Nash equilibrium stationary strategies. A finite-step algorithm for the discounted case is given via linear programming
This paper characterizes, and provides existence conditions for, geometrically ergodic and stationar...
International audienceWe are interested in the convergence of the value of n-stage games as n goes t...
We study a class of discounted infinite horizon stochastic games with strategic complementarities. U...
It is shown that discounted general-sum stochastic games with two players, two states, and one playe...
We consider certain mixtures, Γ, of classes of stochastic games and provide sufficient conditio...
Forn-person perfect information stochastic games and forn-person stochastic games with additive rewa...
This paper introduces an algorithm to compute stationary equilibria in stochastic games that is guar...
We consider a general class of nite-player stochastic games with mean-eld interaction, in which the ...
We consider mean field Markov decision processes with a major player and a large number of minor pla...
A stochastic game is played in a sequence of steps; at each step the play is said to be in some stat...
This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each...
We consider a two player finite state-action general sum single controller constrained stochastic ga...
Abstract. After a brief survey of iterative algorithms for general stochas-tic games, we concentrate...
We consider two-player stochastic games played on a finite state space for an infinite number of rou...
We examine the use of stationary and Markov strategies in zero-sum stochastic games with finite stat...
This paper characterizes, and provides existence conditions for, geometrically ergodic and stationar...
International audienceWe are interested in the convergence of the value of n-stage games as n goes t...
We study a class of discounted infinite horizon stochastic games with strategic complementarities. U...
It is shown that discounted general-sum stochastic games with two players, two states, and one playe...
We consider certain mixtures, Γ, of classes of stochastic games and provide sufficient conditio...
Forn-person perfect information stochastic games and forn-person stochastic games with additive rewa...
This paper introduces an algorithm to compute stationary equilibria in stochastic games that is guar...
We consider a general class of nite-player stochastic games with mean-eld interaction, in which the ...
We consider mean field Markov decision processes with a major player and a large number of minor pla...
A stochastic game is played in a sequence of steps; at each step the play is said to be in some stat...
This paper considers mean field games in a multi-agent Markov decision process (MDP) framework. Each...
We consider a two player finite state-action general sum single controller constrained stochastic ga...
Abstract. After a brief survey of iterative algorithms for general stochas-tic games, we concentrate...
We consider two-player stochastic games played on a finite state space for an infinite number of rou...
We examine the use of stationary and Markov strategies in zero-sum stochastic games with finite stat...
This paper characterizes, and provides existence conditions for, geometrically ergodic and stationar...
International audienceWe are interested in the convergence of the value of n-stage games as n goes t...
We study a class of discounted infinite horizon stochastic games with strategic complementarities. U...