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Correlated Equilibrium in Stochastic Games

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  • Solan, Eilon
  • Vieille, Nicolas
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    Abstract

    We study the existence of uniform correlated equilibrium payoffs in stochastic games. The correlation devices that we use are either autonomous (they base their choice of signal on previous signals, but not on previous states or actions) or stationary (their choice is independent of any data and is drawn according to the same probability distribution at every stage). We prove that any n-player stochastic game admits an autonomous correlated equilibrium payoff. When the game is positive and recursive, a stationary correlated equilibrium payoff exists.

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    Bibliographic Info

    Paper provided by Paris Dauphine University in its series Economics Papers from University Paris Dauphine with number 123456789/6019.

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    Date of creation: 2002
    Date of revision:
    Publication status: Published in Games and Economic Behavior, 2002, Vol. 38, no. 2. pp. 362-399.Length: 37 pages
    Handle: RePEc:dau:papers:123456789/6019

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    Related research

    Keywords: stochastic games; correlated equilibrium; positive recursive games;

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    Cited by:
    1. Abraham Neyman, 2013. "Stochastic games with short-stage duration," Discussion Paper Series dp636, The Center for the Study of Rationality, Hebrew University, Jerusalem.
    2. VIEILLE, Nicolas & SOLAN, Eilon, 2002. "Perturbed Markov Chains," Les Cahiers de Recherche 757, HEC Paris.
    3. Abraham Neyman, 2002. "Stochastic games: Existence of the MinMax," Discussion Paper Series dp295, The Center for the Study of Rationality, Hebrew University, Jerusalem.
    4. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2003. "Stochastic Games with Imperfect Monitoring," Discussion Papers 1376, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    5. Alpern, Steve & Gal, Shmuel & Solan, Eilon, 2010. "A sequential selection game with vetoes," Games and Economic Behavior, Elsevier, vol. 68(1), pages 1-14, January.
    6. Abraham Neyman, 2012. "Continuous-time Stochastic Games," Discussion Paper Series dp616, The Center for the Study of Rationality, Hebrew University, Jerusalem.
    7. János Flesch & Gijs Schoenmakers & Koos Vrieze, 2009. "Stochastic games on a product state space: the periodic case," International Journal of Game Theory, Springer, vol. 38(2), pages 263-289, June.
    8. Heller, Yuval & Solan, Eilon & Tomala, Tristan, 2010. "Communication, correlation and cheap-talk in games with public information," MPRA Paper 25895, University Library of Munich, Germany.
    9. Ramsey, David M. & Szajowski, Krzysztof, 2004. "Correlated equilibria in competitive staff selection problem," MPRA Paper 19870, University Library of Munich, Germany, revised 2006.
    10. Michael Ludkovski, 2010. "Stochastic Switching Games and Duopolistic Competition in Emissions Markets," Papers 1001.3455, arXiv.org, revised Aug 2010.
    11. Eilon Solan & Nicolas Vieille, 2010. "Computing uniformly optimal strategies in two-player stochastic games," Economic Theory, Springer, vol. 42(1), pages 237-253, January.
    12. Abraham Neyman, 2013. "Stochastic Games with Short-Stage Duration," Dynamic Games and Applications, Springer, vol. 3(2), pages 236-278, June.

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