EXISTENCE OF STATIONARY CORRELATED EQUILIBRIA WITH SYMMETRICAL INFORMATION FOR DISCOUNTED STOCHASTIC GAMES

• 成果类型: Article
• 署名作者: NOWAK, AS; RAGHAVAN, TES
• 署名单位: University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.17.3.519
• 发表日期: 1992
• 页码: 519-526
• 关键词: uncountable state-space; strategies

摘要

The following theorem is proved: Every nonzero-sum discounted stochastic game in countably generated measurable state space with compact metric action spaces admits a stationary correlated equilibrium point with symmetric (public) information whenever the immediate rewards and transition densities are measurable with respect to the state variable and continuous with respect to joint actions.