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Correlated Equilibrium in Stochastic Games

Abstract : We study the existence of uniform correlated equilibrium payoffs in stochastic games. The correlation devices that we use are either autonomous (they base their choice of signal on previous signals, but not on previous states or actions) or stationary (their choice is independent of any data and is drawn according to the same probability distribution at every stage). We prove that any n-player stochastic game admits an autonomous correlated equilibrium payoff. When the game is positive and recursive, a stationary correlated equilibrium payoff exists. Journal of Economic Literature Classification Numbers: C72, C73.
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Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, March 18, 2010 - 4:16:29 PM
Last modification on : Saturday, June 25, 2022 - 10:50:39 AM

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Eilon Solan, Nicolas Vieille. Correlated Equilibrium in Stochastic Games. Games and Economic Behavior / Games and Economic Behaviour, 2002, Vol.38,n°2, pp.362-399. ⟨10.1006/game.2001.0887⟩. ⟨hal-00465020⟩



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