Two-player nonZero–sum stopping games in discrete time

• Eran Shmaya ^[1] ; Eilon Solan ^[1]
  1. [1] Tel Aviv University

     Tel Aviv University

     Israel

     
• Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 32, Nº. 3, 2, 2004, págs. 2733-2764
• Idioma: inglés
• DOI: 10.1214/009117904000000162
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• Resumen

  • We prove that every two-player nonzero–sum stopping game in discrete time admits an ɛ-equilibrium in randomized strategies for every ɛ>0. We use a stochastic variation of Ramsey’s theorem, which enables us to reduce the problem to that of studying properties of ɛ-equilibria in a simple class of stochastic games with finite state space.