作者: Juan F. Escobar
DOI:
关键词: Symmetric equilibrium 、 Strategy 、 Epsilon-equilibrium 、 Sequential equilibrium 、 Equilibrium selection 、 Mathematics 、 Mathematical economics 、 Correlated equilibrium 、 Stochastic game 、 Markov perfect equilibrium
摘要: This paper demonstrates the existence of pure strategy stationary Markov equilibrium in a class dynamic stochastic games. Our main result implies behavior any games which sets actions are compact, set states is countable, period payoff function to player depends U.S.C.-L.S.C. on actions, and transition continuously actions. Additionally, if for each static best reply convex, then can be taken equilibrium. method proof simple highlights similarities between models. Several applications corollaries presented.