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Dynamic Games and Applications

Erschienen in:

01.03.2015

Correlated Equilibria in Stochastic Games with Borel Measurable Payoffs

verfasst von: Ayala Mashiah-Yaakovi

Erschienen in: Dynamic Games and Applications | Ausgabe 1/2015

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Abstract

An autonomous correlation device in a multistage game is a device that, before every stage, chooses for each player a private signal, possibly in a correlated way, and reveals to each player the signal chosen for him. The chosen signals depend only on previous signals, and not on the actions of the players. An extensive-form correlated \(\varepsilon \)-equilibrium in a multistage game is an \(\varepsilon \)-equilibrium in an extended game that includes an autonomous correlation device. In this paper we prove that every stochastic game with Borel measurable bounded payoffs has an extensive-form correlated \(\varepsilon \)-equilibrium, for every \(\varepsilon >0\).

Vorheriger Artikel Strategic Exploitation of a Common-Property Resource Under Rational Learning About its Reproduction

Nächster Artikel Exponential Weight Approachability, Applications to Calibration and Regret Minimization

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A Blackwell game is a two-player zero-sum game that is played for infinitely many stages. At each stage the players simultaneously make their moves and are then informed of each other’s moves. Payoff is determined by a Borel measurable function on the set of possible resulting sequences of moves.

One could assume that play goes on without any further influence on the payoffs, so as to make the horizon infinite.

If \(|I|>2\), the players may use a correlated profile to punish a deviator. In this case, the device is also used to implement the punishment phase.

Throughout the paper, we use the notation \(g^i_h\) also for the expected payoff of player \(i\) under a mixed or a correlated profile.

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Titel: Correlated Equilibria in Stochastic Games with Borel Measurable Payoffs
verfasst von: Ayala Mashiah-Yaakovi
Publikationsdatum: 01.03.2015
Verlag: Springer US
Erschienen in: Dynamic Games and Applications / Ausgabe 1/2015
Print ISSN: 2153-0785
Elektronische ISSN: 2153-0793
DOI: https://doi.org/10.1007/s13235-014-0122-2

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