Solvable States in n-player Stochastic Games

Nicolas Vieille (1)

1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC

We prove that, in every stochastic game with finitely many states and actions, there exists at least one state, starting from which an equilibrium payoff exists. This is achieved by proving that there exists a solvable set. This generalizes to an arbitrary number of players a result due to Thuijsman and Vrieze in the case of two players.

Mots clés: stochastic games; nonzero-sum games; equilibrium payoff

Domaines: Economie et sciences de la décision

Nicolas Vieille. Solvable States in n-player Stochastic Games. SIAM Journal on Control and Optimization, 2000, Vol.38,n°6, pp.1794-1804. ⟨10.1137/S0363012998345937⟩. ⟨hal-00465045⟩