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On Completely Mixed Stochastic Games
In this paper, we consider a two-person finite state stochastic games with finite number of pure actions for both players in all the states. In particular, for a large number of results we also consider one-player controlled transition probability and show that if all the optimal strategies of the u...
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Published in: | Operations Research Forum 2022-12, Vol.3 (4), p.57, Article 57 |
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description | In this paper, we consider a two-person finite state stochastic games with finite number of pure actions for both players in all the states. In particular, for a large number of results we also consider one-player controlled transition probability and show that if all the optimal strategies of the undiscounted stochastic game are completely mixed then for
β
sufficiently close to 1; all the optimal strategies of
β
-discounted stochastic games are also completely mixed. A counterexample is provided to show that the converse is not true. Further, for single-player controlled completely mixed stochastic games if the individual payoff matrices are symmetric in each state, then we show that the individual matrix games are also completely mixed. For the non-zerosum single-player controlled stochastic game under some non-singularity conditions, we show that if the undiscounted game is completely mixed, then the Nash equilibrium is unique. For non-zerosum
β
-discounted stochastic games when Nash equilibrium exists, we provide equalizer rules for corresponding value of the game. |
doi_str_mv | 10.1007/s43069-022-00150-y |
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β
sufficiently close to 1; all the optimal strategies of
β
-discounted stochastic games are also completely mixed. A counterexample is provided to show that the converse is not true. Further, for single-player controlled completely mixed stochastic games if the individual payoff matrices are symmetric in each state, then we show that the individual matrix games are also completely mixed. For the non-zerosum single-player controlled stochastic game under some non-singularity conditions, we show that if the undiscounted game is completely mixed, then the Nash equilibrium is unique. For non-zerosum
β
-discounted stochastic games when Nash equilibrium exists, we provide equalizer rules for corresponding value of the game.</description><identifier>ISSN: 2662-2556</identifier><identifier>EISSN: 2662-2556</identifier><identifier>DOI: 10.1007/s43069-022-00150-y</identifier><language>eng</language><publisher>Cham: Springer International Publishing</publisher><subject>Applications of Mathematics ; Business and Management ; Equilibrium ; Game theory ; Games ; Math Applications in Computer Science ; Mathematical analysis ; Mathematical and Computational Engineering ; Matrices (mathematics) ; Operations Research/Decision Theory ; Optimization ; Original Research ; Probability ; Transition probabilities</subject><ispartof>Operations Research Forum, 2022-12, Vol.3 (4), p.57, Article 57</ispartof><rights>The Author(s) 2022</rights><rights>The Author(s) 2022. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.</rights><lds50>peer_reviewed</lds50><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed><cites>FETCH-LOGICAL-c286y-9dc55fd7b0d9768802472061dd3cda81379f02d69680fda5506dbe528dad80c53</cites><orcidid>0000-0002-2692-969X</orcidid></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>314,776,780,27903,27904</link.rule.ids></links><search><creatorcontrib>Das, Purba</creatorcontrib><creatorcontrib>Parthasarathy, T.</creatorcontrib><creatorcontrib>Ravindran, G.</creatorcontrib><title>On Completely Mixed Stochastic Games</title><title>Operations Research Forum</title><addtitle>Oper. Res. Forum</addtitle><description>In this paper, we consider a two-person finite state stochastic games with finite number of pure actions for both players in all the states. In particular, for a large number of results we also consider one-player controlled transition probability and show that if all the optimal strategies of the undiscounted stochastic game are completely mixed then for
β
sufficiently close to 1; all the optimal strategies of
β
-discounted stochastic games are also completely mixed. A counterexample is provided to show that the converse is not true. Further, for single-player controlled completely mixed stochastic games if the individual payoff matrices are symmetric in each state, then we show that the individual matrix games are also completely mixed. For the non-zerosum single-player controlled stochastic game under some non-singularity conditions, we show that if the undiscounted game is completely mixed, then the Nash equilibrium is unique. For non-zerosum
β
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β
sufficiently close to 1; all the optimal strategies of
β
-discounted stochastic games are also completely mixed. A counterexample is provided to show that the converse is not true. Further, for single-player controlled completely mixed stochastic games if the individual payoff matrices are symmetric in each state, then we show that the individual matrix games are also completely mixed. For the non-zerosum single-player controlled stochastic game under some non-singularity conditions, we show that if the undiscounted game is completely mixed, then the Nash equilibrium is unique. For non-zerosum
β
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subjects | Applications of Mathematics Business and Management Equilibrium Game theory Games Math Applications in Computer Science Mathematical analysis Mathematical and Computational Engineering Matrices (mathematics) Operations Research/Decision Theory Optimization Original Research Probability Transition probabilities |
title | On Completely Mixed Stochastic Games |
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