Quitting games and linear complementarity problems

Eilon Solan, Omri N. Solan

Research output: Contribution to journalArticlepeer-review

Abstract

We prove that every multiplayer quitting game admits a sunspot ε-equilibrium for every ε > 0, that is, an ε-equilibrium in an extended game in which the players observe a public signal at every stage. We also prove that, if a certain matrix that is derived from the payoffs in the game is not a Q-matrix in the sense of linear complementarity problems, then the game admits a uniform ε-equilibrium for every ε > 0.

Original languageEnglish
Pages (from-to)434-454
Number of pages21
JournalMathematics of Operations Research
Volume45
Issue number2
DOIs
StatePublished - May 2020

Keywords

  • Linear complementarity problems
  • Q-matrices
  • Quitting games
  • Stochastic games
  • Stopping games
  • Sunspot equilibrium

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