Theory Appl. Discounted Stochastic Games Natural generalization of in nitely repeated games n players in nitely many periods, common discount factor d <1 in every period there is a state x 2X ( nite) This paper presents a robust optimization model for n-person finite state/action stochastic games with incomplete information.We consider nonzero sum discounted stochastic games in which none of the players knows the true data of a game, and each player adopts a robust optimization approach to address the uncertainty. Our algorithm runs in … 1 Finite-Step Algorithms for Single-Controller and Perfect Information Stochastic Games Given a stochastic game with discount factor 2(0;1) we provide an algorithm that computes an -optimal strategy with high-probability given Oe((1 ) 3 2) samples from the transition function for each state-action-pair. The leader commits to a policy that becomes known to the follower who plays a best-response policy. Every n-player, general sum, discounted reward stochastic game has a Markov perfect equilibrium. based zero-sum stochastic games up to polylogarithmic factors. discounted stochastic games with discontinuous payo s. The model of stochastic games was rst introduced inShapley(1953). We show that Markov perfect equilibrium exists for stochastic games which have transition probabilities that are Markovian and product measurable in past period's realisation of the states of nature and actions, and norm continuous in past period's actions. These games have a finite state space S, finite ac-tion spaces A Lfor the leader and A infinite-horizon discounted stochastic Stackelberg games (SSGs from now on) in which one player is a “leader” and the other a “follower”. Stochastic Games and Bayesian Games CPSC 532L Lecture 10, Slide 15. 591 - 602 Existence of equilibrium stationary strategies in discounted non-cooperative stochastic games with uncountable state space J. Optim. RecapStochastic GamesBayesian Games Equilibrium (average rewards) Irreducible stochastic game: To relate this paper to the general theory, observe that the main result here is the most general existence result of Nash equilibrium in Markov-stationary strategies in the literature ondiscountedstochasticgames withuncountable state andactionspaces. A stochastic game is played by nitely many players in discrete time. Stationary equilibria in discounted stochastic games with weakly interacting players Games and Economic Behavior, Vol. 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)—except for the rather strong assumption that the transition probabilities are norm-continuous functions of the actions. 51, No. Abstract. On N-Class Discounted Stochastic Games Frank Page 1 Indiana University Bloomington, IN 47405 USA fpage.supernetworks@gmail.com July 5, 20162 1Research Associate, Systemic Risk Centre, London School of Economics, London WC2A 2AE 2This paper is a revised version of SRC Discussion Paper 44, “Stationary Markov Equilibria for N-Class Discounted Stochastic Games.” Players interact in infinitely many periods and discount ∗Department of Economics, University of Konstanz, susanne.goldluecke@uni-konstanz.de. , 45 ( 1985 ) , pp. At the beginning of each stage, some states are drawn randomly. namic games may then be appropriately termed discounted supermodular stochastic games. Discounted stochastic games are a natural generalization of infinitely repeated games that provide a very flexible framework to study relationships in a wide variety of applications. The payoff is the usual sum of the discounted payoffs received every period.
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