Discounted stochastic games

Research output: Contribution to journalArticlepeer-review

Abstract

We give an alternative proof to a result of Mertens and Parthasarathy, stating that every n-player discounted stochastic game with general setup, and with a norm-continuous transition, has a subgame perfect equilibrium.

Original languageEnglish
Pages (from-to)1010-1021
Number of pages12
JournalMathematics of Operations Research
Volume23
Issue number4
DOIs
StatePublished - 1998
Externally publishedYes

Keywords

  • Discounted stochastic games
  • Subgame perfect equilibrium
  • Uncountable state space

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