On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games

Anna Jaśkiewicz and Andrzej Nowak

Mathematical Methods of Operations Research, 2015, vol. 81, issue 2, 169-179

Abstract: We deal with discounted ARAT stochastic games on a Borel state space with finite action spaces and nonatomic transition probabilities. We prove the existence of pure Nash equilibria in stationary almost Markov strategies that depend only on the current and previous state of the game. Our proof is based on an existence theorem for correlated equilibria in stochastic games and some results on the integrals of set-valued mappings with respect to a probability measure depending on a parameter. Copyright The Author(s) 2015

Keywords: Nonzero-sum stochastic game; Borel state space; Additive reward; Additive nonatomic transition probability; Pure stationary almost Markov equilibrium (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s00186-014-0491-8

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