Zero-Sum Stochastic Games with Average Payoffs:New Optimality Conditions  

作　　者：Jie YANG Xian Ping GUO 

机构地区：[1]School of Science, Beijing Information Science and Technology University, Beijing 100192, P. R. China [2]School of Mathematics and Computational Science, Zhongshan University, Guangzhou 510275, P. R. China

出　　处：《Acta Mathematica Sinica,English Series》2009年第7期1201-1216,共16页数学学报（英文版）

基　　金：supported by NSFC;RFDP

摘　　要：In this paper we study zero-sum stochastic games. The optimality criterion is the long-run expected average criterion, and the payoff function may have neither upper nor lower bounds. We give a new set of conditions for the existence of a value and a pair of optimal stationary strategies. Our conditions are slightly weaker than those in the previous literature, and some new sufficient conditions for the existence of a pair of optimal stationary strategies are imposed on the primitive data of the model. Our results are illustrated with a queueing system, for which our conditions are satisfied but some of the conditions in some previous literatures fail to hold.In this paper we study zero-sum stochastic games. The optimality criterion is the long-run expected average criterion, and the payoff function may have neither upper nor lower bounds. We give a new set of conditions for the existence of a value and a pair of optimal stationary strategies. Our conditions are slightly weaker than those in the previous literature, and some new sufficient conditions for the existence of a pair of optimal stationary strategies are imposed on the primitive data of the model. Our results are illustrated with a queueing system, for which our conditions are satisfied but some of the conditions in some previous literatures fail to hold.

关 键 词：zero-sum stochastic games countable state space expected average criterion new condi- tion a pair of optimal stationary strategies 

分 类 号：O224[理学—运筹学与控制论] G613.7[理学—数学]