Quitting Games and Linear Complementarity Problems

• 成果类型: Article
• 署名作者: Solan, Eilon; Solan, Omri N.
• 署名单位: Tel Aviv University
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2019.0996
• 发表日期: 2020
• 页码: 434-454
• 关键词: 2-player stochastic games; correlated equilibrium

摘要

We prove that every multiplayer quitting game admits a sunspot epsilon-equilibrium for every epsilon> 0, that is, an e-equilibrium in an extended game in which the players observe a public signal at every stage. We also prove that, if a certain matrix that is derived from the payoffs in the game is not a Q-matrix in the sense of linear complementarity problems, then the game admits a uniform epsilon-equilibrium for every epsilon > 0.