Table of Contents
Game Theory
Volume 2013, Article ID 290427, 5 pages
http://dx.doi.org/10.1155/2013/290427
Research Article

A Necessary Condition for Nash Equilibrium in Two-Person Zero-Sum Constrained Stochastic Games

Department of Computer Science and Engineering, Sogang University, Seoul 121-742, Republic of Korea

Received 15 September 2013; Accepted 19 November 2013

Academic Editor: Peijun Guo

Copyright © 2013 Hyeong Soo Chang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

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.