Stationary Nash Equilibria for Average Stochastic Positional Games
Stationary Nash Equilibria for Average Stochastic Positional Games
复制标题
平均随机位置博弈的固定纳什均衡
DOI：
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发表时间：
2018
期刊：
影响因子：
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通讯作者：
D. Lozovanu
中科院分区：
文献类型：
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作者：
D. Lozovanu
平均随机位置博弈是一种具有平均收益的随机博弈，其中状态集被分成几个不相交的子集，每个子集代表一个参与者的位置集，每个参与者只在他的位置集中控制马尔可夫过程。在这样的博弈中，每个玩家在他的位置集合中选择行动，以最大化他每次转换的平均奖励。我们证明了一个任意平均的随机位置博弈具有一个平稳的纳什均衡。基于这一结果，我们提出了一种方法来确定最佳的静态策略的球员。
An average stochastic positional game is a stochastic game with average payoffs in which the set of states is divided into several disjoint subsets such that each subset represents the position set for one of the player and each player controls the Markov process only in his position set. In such a game each player chooses actions in his position set in order to maximize his average reward per transition. We show that an arbitrary average stochastic positional game possesses a stationary Nash equilibrium. Based on this result we propose an approach for determining the optimal stationary strategies of the players.