A Necessary Condition for Nash Equilibrium in Two-Person Zero-Sum Constrained Stochastic Games
Author(s) -
Hyeong Soo Chang
Publication year - 2013
Publication title -
game theory
Language(s) - English
Resource type - Journals
eISSN - 2356-6930
pISSN - 2314-6559
DOI - 10.1155/2013/290427
Subject(s) - stochastic game , nash equilibrium , zero sum game , mathematical economics , epsilon equilibrium , zero (linguistics) , mathematics , best response , mathematical optimization , traveler's dilemma , linguistics , philosophy
We provide a necessary condition that a constrained Nash-equilibrium (CNE) policy pair satisfies in two-person zero-sum constrained stochastic discounted-payoff games and discuss a general method of approximating CNE based on the condition.
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