Abstract
In this paper we shall present a proof for the existence of limiting average ε-equilibria in non-zero-sum repeated games with absorbing states, i.e., stochastic games in which all states but one are absorbing. We assume that the action spaces shall be finite; hence there are only finitely many absorbing states. A limiting average ε-equilibrium is a pair of strategies (σ ε , τ ε , with ε > 0, such that for all σ and τ we have γ1(σ, τ ε ) ≤ γ1(σ ε , τ ε ) + ε and γ2(σ ε ,τ) ≤ γ2(σ ε τ ε ) + ε. The proof presented in this chapter is based on the publications by Vrieze and Thuijsman [7] and by Thuijsman [5]. Several examples will illustrate the proof.
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© 2003 Springer Science+Business Media New York
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Thuijsman, F. (2003). Repeated Games with Absorbing States. In: Neyman, A., Sorin, S. (eds) Stochastic Games and Applications. NATO Science Series, vol 570. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0189-2_13
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DOI: https://doi.org/10.1007/978-94-010-0189-2_13
Publisher Name: Springer, Dordrecht
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