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We show that every two-player stochastic game with finite state and action sets and bounded, Borel-measurable, and shift-invariant payoffs, admits an $\ep$-equilibrium for all $\varepsilon>0$.

Optimization and Control · Mathematics 2022-03-29 János Flesch , Eilon Solan

We prove that every repeated game with countably many players, finite action sets, and tail-measurable payoffs admits an $\epsilon$-equilibrium, for every $\epsilon > 0$.

Optimization and Control · Mathematics 2021-06-09 Galit Ashkenazi-Golan , Janos Flesch , Arkadi Predtetchinski , Eilon Solan

We study multiplayer Blackwell games, which are repeated games where the payoff of each player is a bounded and Borel-measurable function of the infinite stream of actions played by the players during the game. These games are an extension…

Optimization and Control · Mathematics 2022-05-25 János Flesch , Eilon Solan

This paper investigates properties of Blackwell $\epsilon$-optimal strategies in zero-sum stochastic games when the adversary is restricted to stationary strategies, motivated by applications to robust Markov decision processes. For a class…

Computer Science and Game Theory · Computer Science 2025-03-20 Julien Grand-Clément , Nicolas Vieille

We prove that every two-player nonzero-sum stopping game in discrete time admits an \epsilon-equilibrium in randomized strategies for every \epsilon >0. We use a stochastic variation of Ramsey's theorem, which enables us to reduce the…

Probability · Mathematics 2007-05-23 Eran Shmaya , Eilon Solan

We investigate the existence of certain types of equilibria (Nash, $\varepsilon$-Nash, subgame perfect, $\varepsilon$-subgame perfect, Pareto-optimal) in multi-player multi-outcome infinite sequential games. We use two fundamental…

Logic in Computer Science · Computer Science 2016-03-18 Stéphane Le Roux , Arno Pauly

A uniform sunspot epsilon-equilibrium of a dynamic game is a uniform epsilon-equilibrium in an extended game, where the players observe a public signal at every stage. We prove that a uniform sunspot epsilon-equilibrium exists in two…

Optimization and Control · Mathematics 2020-01-10 Orin Munk , Eilon Solan

We prove that every two-player non-zero-sum Dynkin game in continuous time admits an epsilon-equilibrium in randomized stopping times. We provide a condition that ensures the existence of an epsilon-equilibrium in non-randomized stopping…

Probability · Mathematics 2010-09-29 Rida Laraki , Eilon Solan

We consider multiplayer stochastic games in which the payoff of each player is a bounded and Borel-measurable function of the infinite play. By using a generalization of the technique of Martin (1998) and Maitra and Sudderth (1998), we show…

Optimization and Control · Mathematics 2022-08-26 János Flesch , Eilon Solan

We study multi-player games with perfect information and general payoff function, where the set of stages is the set of non-positive integers $\{\ldots,-2,-1,0\}$. We define two related equilibrium concepts: one considering only deviations…

Optimization and Control · Mathematics 2025-12-02 Galit Ashkenazi-Golan , János Flesch , Eilon Solan

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

Optimization and Control · Mathematics 2014-12-11 Jérôme Renault , Bruno Ziliotto

An absorbing game is a stochastic game with a single nonabsorbing state. Such a game is called recursive if all players receive a payoff of 0 in the nonabsorbing state, and positive if all payoffs in absorbing states are positive. An action…

Optimization and Control · Mathematics 2025-12-05 Eilon Solan , Nicolas Vieille

Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…

Computer Science and Game Theory · Computer Science 2014-05-08 Julie De Pril , János Flesch , Jeroen Kuipers , Gijs Schoenmakers , Koos Vrieze

We consider a nonzero-sum N-player Markov game on an abstract measurable state space with compact metric action spaces. The payoff functions are bounded Carath\'eodory functions and the transitions of the system are assumed to have a…

Optimization and Control · Mathematics 2023-05-09 François Dufour , Tomás Prieto-Rumeau

A game has approximate equilibria if for every $\epsilon >0$ there is an $\epsilon$-equilibrium. We show that there is a stochastic game that lacks approximate equilibria. This game has finitely many players and actions, their payoffs are…

Functional Analysis · Mathematics 2023-10-23 Robert Samuel Simon

In this paper, we solve the constant-payoff conjecture formulated by Sorin, Venel and Vigeral (2010), for absorbing games with an arbitrary evaluation of the stage rewards. That is, the existence of a pair of asymptotically optimal…

Optimization and Control · Mathematics 2020-03-06 Miquel Oliu-Barton

We prove that every two-player non-zero-sum Borel game with lower-semi-continuous payoffs admits a subgame-perfect $\ep$-equilibrium. This result complements Example 3 in Solan and Vieille (2003), which shows that a subgame-perfect…

Probability · Mathematics 2009-11-18 Ayala Mashiah-Yaakovi , Eilon Solan

In this paper, we study nonzero-sum separable games, which are continuous games whose payoffs take a sum-of-products form. Included in this subclass are all finite games and polynomial games. We investigate the structure of equilibria in…

Computer Science and Game Theory · Computer Science 2010-04-26 Noah D. Stein , Asuman Ozdaglar , Pablo A. Parrilo

This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…

Optimization and Control · Mathematics 2021-12-22 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

We show that for any $\epsilon>0$, as the number of agents gets large, the share of games that admit a pure $\epsilon$-equilibrium converges to 1. Our result holds even for pure $\epsilon$-equilibrium in which all agents, except for at most…

Theoretical Economics · Economics 2025-05-28 Bary S. R. Pradelski , Bassel Tarbush
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