Eran Shmaya, Eilon Solan
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.
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