Stochastic Games with Complete Information and Average Cost Criteria

Two-person nonzero-sum stochastic games with complete information and average cost criteria are treated. It is shown that there is a quasi-stationary deterministic 2∈-equilibrium pair if in two related zero-sum games stationary deterministic ∈-equilibrium pairs exist and a certain ergodicity property is fulfilled. This result allows us to present semicontinuity and compactness conditions sufficient for the existence of such ∈-equilibrium pairs.