Determining Nash Equilibria for Stochastic Positional Games with Discounted Payoffs

Abstract

A class of discounted stochastic games is formulated and studied by applying the concept of positional games to Markov decision processes with expected total discounted reward criteria. Existence results of pure and mixed stationary Nash equilibria for the considered class of discounted stochastic positional games are presented and an approach for determining the optimal strategies of the players is proposed.