Limit Equilibrium Payoffs in Stochastic Games

被引：3

作者：

Renault, Jerome ^{[1
]}

Ziliotto, Bruno ^{[2
]}

机构：

[1] Univ Toulouse 1 Capitole, Toulouse Sch Econ, F-31000 Toulouse, France

[2] Univ Paris 09, Ctr Rech Math Decis, CNRS, PSL Res Inst, F-75016 Paris, France

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 2020年 / 45卷 / 03期

关键词：

stochastic games; limit equilibrium payoffs; folk theorem; PLAYER REPEATED GAMES; FOLK THEOREM;

D O I：

10.1287/moor.2019.1015

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We study the limit of equilibrium payoffs, as the discount factor goes to one, in non-zero-sum stochastic games. We first show that the set of stationary equilibrium payoffs always converges. We then provide two-player examples in which the whole set of equilibrium payoffs diverges. The construction is robust to perturbations of the payoffs and to the introduction of normal-form correlation.

引用

页码：889 / 895

页数：7

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