Subgame-perfect equilibria for Stochastic games

• 成果类型: Article
• 署名作者: Maitra, Ashok P.; Sudderth, William D.
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.1070.0264
• 发表日期: 2007
• 页码: 711-722
• 关键词: information; EXISTENCE

摘要

For an n-person stochastic game with Borel state space S and compact metric action sets A(1), A(2),...., A(n), sufficient conditions are given for the existence of subgame-perfect equilibria. One result is that such equilibria exist if the law of motion q(center dot vertical bar s, a) is, for fixed s, continuous in a = (a(1), a,....,a(n)) for the total variation norm and the payoff functions f(1), f(2),....,f(n) are bounded, Borel measurable functions of the sequence of states (s(1), s(2),...) is an element of S-N and, in addition, are continuous when S' is given the product of discrete topologies on S.