Two-player nonZero-sum stopping games in discrete time
概率论
2007-05-23 v1
摘要
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 problem to that of studying properties of \epsilon-equilibria in a simple class of stochastic games with finite state space.
引用
@article{arxiv.math/0410173,
title = {Two-player nonZero-sum stopping games in discrete time},
author = {Eran Shmaya and Eilon Solan},
journal= {arXiv preprint arXiv:math/0410173},
year = {2007}
}
备注
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000162