Abstract
In this chapter, we present a framework for m-person stochastic games with an infinite state space. Our main purpose is to present a correlated equilibrium theorem proved by Nowak and Raghavan [42] for discounted stochastic games with a measurable state space, where the correlation of the different players’ strategies employs only “public signals” [16]. We will also provide a detailed survey of the literature containing related results, some approximation theorems for general state space stochastic games (the existence of ε-equilibria), and the existence of equilibria in some classes of countable state space stochastic games with applications to queueing models.
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Nowak, A.S. (2003). N—Person Stochastic Games: Extensions of the Finite State Space Case and Correlation. 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_8
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DOI: https://doi.org/10.1007/978-94-010-0189-2_8
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