On approximate and weak correlated equilibria in constrained discounted stochastic games
Optimization and Control
2022-10-21 v3
Abstract
In this paper, we consider constrained discounted stochastic games with a countably generated state space and norm continuous transition probability having a density function. We prove existence of approximate stationary equilibria and stationary weak correlated equilibria. Our results imply the existence of stationary Nash equilibrium in stochastic games.
Keywords
Cite
@article{arxiv.2201.01065,
title = {On approximate and weak correlated equilibria in constrained discounted stochastic games},
author = {Anna Jaśkiewicz and Andrzej S. Nowak},
journal= {arXiv preprint arXiv:2201.01065},
year = {2022}
}