Stochastic Games and Applications
Collects the 30 lectures delivered during the July 1999 NATO advanced study institute on the rules, theorems, models, and applications of stochastic games. The longest paper proves the existence of subgame-perfect equilibria for discounted stochastic games with general state and action sets using minimal assumptions. Other papers discuss stationary strategies for the limiting average criterion, repeated games with absorbing states, perturbations of Markov chains, games with borel payoffs,...
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PrefaceStochastic games1From Markov chains to stochastic games9Classification and basic tools27Stochastic games and stationary strategies37Discounted stochastic games: The finite case51Real algebraic tools in stochastic games57Zero-sum stochastic games with borel state spaces77N-person stochastic games: extensions of the finite state space case and correlation93A measurable "measurable choice" theorem107Equilibria for discounted stochastic games131Stochastic games: existence of the minmax173The big match and the paris match195Repeated games with absorbing states205Stochastic games, practical motivation and the orderfield property for special classes215Finite-step algorithms for single-controller and perfect information stochastic games227Recursive games253Perturbations of Markov chains with applications to stochastic games265Two-player non-zero-sum games: A reduction281On a class of recursive games293Uniform equilibrium: more than two players309Symmetric incomplete information games as stochastic games323Absorbing games with a signalling structure335Stochastic Games with lim sup Payoff357Stochastic games with borel payoffs367Stochastic games with incomplete information375Stochastic games and nonexpansive maps397The operator approach to zero-sum stochastic games417Games with a recursive structure427Stochastic games in economics: The lattice-theoretic approach443Stochastic games in economics and related fields: an overview455Contributors471
