Equilibria for discounted stochastic games

Mertens, Jean-François;Parthasarathy, T.
(2003) Stochastic Games and Applications — ISBN: [978-1-4020-1493-2], p. 131-172, published

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  • Mertens, Jean-FrançoisUCLouvain
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  • Parthasarathy, T.
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Abstract
We prove the existence of subgame-perfect equilibria for discounted stochastic games with general state and action sets, using minimal assumptions(measurability as a function of states, and for each fixed state, compactness of action sets and continuity on those) expect for the rather strong assumption that the transition probabilities are norm-continuous functions of the actions.
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Mertens, J.-F., & Parthasarathy, T. (2003). Equilibria for discounted stochastic games. In A. Neyman; S. Sorin (ed.), Stochastic Games and Applications (p. p. 131-172). Kluwer Academic Publishers. https://hdl.handle.net/2078.5/250484