Subgame Perfection in Positive Recursive Games with Perfect Information

• 成果类型: Article
• 署名作者: Flesch, J.; Kuipers, J.; Schoenmakers, G.; Vrieze, K.
• 署名单位: Maastricht University; Maastricht University
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.1090.0437
• 发表日期: 2010
• 页码: 193-207
• 关键词: 2-player stochastic games

摘要

We consider a class of n-player stochastic games with the following properties: (1) in every state, the transitions are controlled by one player; (2) the payoffs are equal to zero in every nonabsorbing state; (3) the payoffs are nonnegative in every absorbing state. We propose a new iterative method to analyze these games. With respect to the expected average reward, we prove the existence of a subgame-perfect epsilon-equilibrium in pure strategies for every epsilon > 0. Moreover, if all transitions are deterministic, we obtain a subgame-perfect 0-equilibrium in pure strategies.