Applied Mathematics and Optimization, Vol.38, No.3, 283-301, 1998
Stochastic games with average payoff criterion
We study two-person stochastic games on a Polish state and compact action spaces and with average payoff criterion under a certain ergodicity condition. For the zero-sum game we establish the existence of a value and stationary optimal strategies for both players. For the nonzero-sum case the existence of Nash equilibrium in stationary strategies is established under certain separability conditions.