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Existence of Correlated Weak Equilibria in Discounted Stochastic Games with General State Space

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Stochastic Games And Related Topics

Part of the book series: Theory and Decision Library ((TDLC,volume 7))

Abstract

This paper treats of nonzero-sum discounted stochastic games with general state space where the players are allowed to use correlated strategies. The concept of correlated weak equilibrium of Moulin and Vial (being an extension of the Nash equilibrium point) is adopted to such games. An existence theorem is proved for a class of discounted stochastic games with a Borel state space where stationary Nash equilibria are not known to exist.

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This paper was presented at the International Workshop on Stochastic Games organized by Prof. T. E. S. Raghavan at the University of Illinois at Chicago in June 26-28, 1987.

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© 1991 Springer Science+Business Media Dordrecht

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Nowak, A.S. (1991). Existence of Correlated Weak Equilibria in Discounted Stochastic Games with General State Space. In: Raghavan, T.E.S., Ferguson, T.S., Parthasarathy, T., Vrieze, O.J. (eds) Stochastic Games And Related Topics. Theory and Decision Library, vol 7. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-3760-7_12

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  • DOI: https://doi.org/10.1007/978-94-011-3760-7_12

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-010-5673-1

  • Online ISBN: 978-94-011-3760-7

  • eBook Packages: Springer Book Archive

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