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Correlated Equilibrium in Stochastic Games

  • Solan, Eilon
  • Vieille, Nicolas

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.

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Article provided by Elsevier in its journal Games and Economic Behavior.

Volume (Year): 38 (2002)
Issue (Month): 2 (February)
Pages: 362-399

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Handle: RePEc:eee:gamebe:v:38:y:2002:i:2:p:362-399
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622836

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  1. Roger B. Myerson, 1984. "Multistage Games with Communication," Discussion Papers 590, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  2. R. Aumann, 2010. "Correlated Equilibrium as an expression of Bayesian Rationality," Levine's Bibliography 513, UCLA Department of Economics.
  3. F. Forges, 2010. "An Approach to Communication Equilibrium," Levine's Working Paper Archive 516, David K. Levine.
  4. Vrieze, O J & Thuijsman, F, 1989. "On Equilibria in Repeated Games with Absorbing States," International Journal of Game Theory, Springer, vol. 18(3), pages 293-310.
  5. Eilon Solan & Nicolas Vieille, 1998. "Quitting Games," Discussion Papers 1227, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  6. AUMANN, Robert J., . "Subjectivity and correlation in randomized strategies," CORE Discussion Papers RP 167, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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