Correlated Equilibrium in Stochastic Games
Solan, Eilon; Vieille, Nicolas (2002), Correlated Equilibrium in Stochastic Games, Games and Economic Behavior, 38, 2, p. 362-399. http://dx.doi.org/10.1006/game.2001.0887
Type
Article accepté pour publication ou publiéDate
2002Journal name
Games and Economic BehaviorVolume
38Number
2Publisher
Elsevier
Pages
362-399
Publication identifier
Metadata
Show full item recordAbstract (EN)
We study the existence of uniform correlated equilibrium payoffs in stochastic games. The correlation devices that we use are either autonomous (they base their choice of signal on previous signals, but not on previous states or actions) or stationary (their choice is independent of any data and is drawn according to the same probability distribution at every stage). We prove that any n-player stochastic game admits an autonomous correlated equilibrium payoff. When the game is positive and recursive, a stationary correlated equilibrium payoff exists.Subjects / Keywords
stochastic games; correlated equilibrium; positive recursive gamesRelated items
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