Abstract
Forn-person perfect information stochastic games and forn-person stochastic games with Additive Rewards and Additive Transitions (ARAT) we show the existence of pure limiting average equilibria. Using a similar approach we also derive the existence of limiting average ε-equilibria for two-person switching control stochastic games. The orderfield property holds for each of the classes mentioned, and algorithms to compute equilibria are pointed out.
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We gratefully acknowledge valuable remarks by J. Flesch and by anonymous referees on earlier versions.
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Thuijsman, F., Raghavan, T.E.S. Perfect information stochastic games and related classes. Int J Game Theory 26, 403–408 (1997). https://doi.org/10.1007/BF01263280
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DOI: https://doi.org/10.1007/BF01263280