This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Correlated Equilibrium in Stochastic Games

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Eilon Solan
Nicolas Vieille

Additional information is available for the following registered author(s):

Abstract

We study the existence of correlated equilibrium payoff 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, and obtain a stronger result for recursive games. When the game is positive and recursive, a stationary correlated equilibrium payoff exists.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.kellogg.northwestern.edu/research/math/papers/1226.pdf
File Format: application/pdf
File Function: main text
Download Restriction: no

Publisher Info
Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 1226.

Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Length:
Date of creation: Sep 1998
Date of revision:
Handle: RePEc:nwu:cmsems:1226

Contact details of provider:
Postal: Center for Mathematical Studies in Economics and Management Science, Northwestern University, 580 Jacobs Center, 2001 Sheridan Road, Evanston, IL 60208-2014
Phone: 847/491-3527
Fax: 847/491-2530
Email:
Web page: http://www.kellogg.northwestern.edu/research/math/
More information through EDIRC

Order Information:
Email:

For technical questions regarding this item, or to correct its listing, contact: (Fran Walker).

Related research
Keywords:

Other versions of this item:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Jean-Michel Glachant & Vincent Rious, 2007. "A Typical Case of Weak Institutional Complementarity in Institution Building : The Design of Transmission Network Monopoly in Competitive Electricity Markets," Post-Print hal-00217811_v1, HAL. [Downloadable!]
  2. VIEILLE, Nicolas, 2001. "Stochastic games : recent results," Les Cahiers de Recherche 743, Groupe HEC. [Downloadable!]
  3. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2002. "Stochastic Games with Imperfect Monitoring," Discussion Papers 1341, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Other versions:
  4. VIEILLE, Nicolas & SOLAN, Eilon, 2002. "Perturbed Markov Chains," Les Cahiers de Recherche 757, Groupe HEC. [Downloadable!]
    Other versions:
  5. Abraham Neyman, 2002. "Stochastic games: Existence of the MinMax," Discussion Paper Series dp295, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
  6. Jean-Louis Routhier, 2002. "Du transport de marchandises en ville à la logistique urbaine," Post-Print halshs-00079005_v1, HAL. [Downloadable!]
  7. Eilon Solan & Rakesh V. Vohra, 1999. "Correlated Equilibrium, Public Signaling and Absorbing Games," Discussion Papers 1272, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  8. repec:hal:journl:hal-00242996_v1 is not listed on IDEAS
Statistics
Access and download statistics

Did you know? You too can volunteer with RePEc.

This page was last updated on 2008-11-13.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.