A Proof of the Vieille Result Using a Kind of Discount Factor
Probability
2011-10-12 v1
Abstract
We give an alternative proof that every two-person non-zero-sum absorbing positive recursive stochastic game with finitely many states has approximate equilibria, a result proven by Nicolas Vieille. Our proof uses a state specific discount factor which is similar to the conventional discount factor only when there is only one non-absorbing state.
Keywords
Cite
@article{arxiv.1110.2454,
title = {A Proof of the Vieille Result Using a Kind of Discount Factor},
author = {Robert Samuel Simon},
journal= {arXiv preprint arXiv:1110.2454},
year = {2011}
}