Two-player stochastic games I: A reduction

Nicolas Vieille (1, 2)

1 CECO - Laboratoire d'économétrie de l'École polytechnique
2 GREThA - Groupe de Recherche en Economie Théorique et Appliquée

This paper is the first step in the proof of existence of equilibrium payoffs for two-player stochastic games with finite state and action sets. It reduces the existence problem to the class of so-called positive absorbing recursive games. The existence problem for this class is solved in a subsequent paper.

Keywords: stochastic games

Domains: Humanities and Social Sciences; Economics and Finance; Economy and decision science

Nicolas Vieille. Two-player stochastic games I: A reduction. Israel Journal of Mathematics, 2000, Vol.119,n°1, pp.55-91. ⟨10.1007/BF02810663⟩. ⟨hal-00481401⟩