Solvable states in stochastic games

Nicolas Vieille (1)

1 LSTA - Laboratoire de Statistique Théorique et Appliquée

This paper deals with undiscounted stochastic games. As in Thuijsman-Vrieze [9], we consider specific states, which we call solvable. The existence of such states in every game is proved in a new way. This proof implies the existence of equilibrium payoffs in stochastic games with at most 3 states. On an example, we relate our work to the construction of Thuijsman and Vrieze.

Mots clés: Solvable states; stochastic games

Domaines: Economie et sciences de la décision

Nicolas Vieille. Solvable states in stochastic games. International Journal of Game Theory, 1993, Vol.21,n°4, pp.395-404. ⟨10.1007/BF01240154⟩. ⟨hal-00481853⟩