Correlated Equilibrium in Stochastic Games

Eilon Solan () and Nicolas Vieille ()

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Abstract: We study the existence of uniform correlated equilibrium payoffs in stochastic games. The correlation devices that we use are either autonomous (they base their choice of signal on previous signals, but not on previous states or actions) or stationary (their choice is independent of any data and is drawn according to the same probability distribution at every stage). We prove that any n-player stochastic game admits an autonomous correlated equilibrium payoff. When the game is positive and recursive, a stationary correlated equilibrium payoff exists. Journal of Economic Literature Classification Numbers: C72, C73.

Keywords: stochastic games; correlated equilibrium; positive recursive games (search for similar items in EconPapers)
Date: 2002-02-01
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Citations: View citations in EconPapers (26)

Published in Games and Economic Behavior, 2002, Vol.38,n°2, pp.362-399. ⟨10.1006/game.2001.0887⟩

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Related works:
Journal Article: Correlated Equilibrium in Stochastic Games (2002)
Working Paper: Correlated Equilibrium in Stochastic Games (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00465020

DOI: 10.1006/game.2001.0887

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