Two-player nonzero-sum stopping games in discrete time

• 成果类型: Article
• 署名作者: Shmaya, E; Solan, E
• 署名单位: Tel Aviv University; Northwestern University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2004
• 页码: 2733-2764
• 关键词: dynkin games; stochastic games; absorbing states; equilibria; strategies

摘要

We prove that every two-player nonzero-sum stopping game in discrete time admits an e-equilibrium in randomized strategies for every epsilon > 0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the problem to that of studying properties of epsilon-equilibria in a simple class of stochastic games with finite state space.