On the Nash Equilibria of a Simple Discounted Duel

We formulate and study a two-player static duel game as a nonzero-sum discounted stochastic game. Players $P_{1},P_{2}$ are standing in place and, in each turn, one or both may shoot at the other player. If $P_{n}$ shoots at $P_{m}$ ($m\neq n$), either he hits and kills him (with probability $p_{n}$) or he misses him and $P_{m}$ is unaffected (with probability $1-p_{n}$). The process continues until at least one player dies; if nobody ever dies, the game lasts an infinite number of turns. Each player receives unit payoff for each turn in which he remains alive; no payoff is assigned to killing the opponent. We show that the the always-shooting strategy is a NE but, in addition, the game also possesses cooperative (i.e., non-shooting) Nash equilibria in both stationary and nonstationary strategies. A certain similarity to the repeated Prisoner's Dilemma is also noted and discussed.