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arXiv · 1110.2454

A Proof of the Vieille Result Using a Kind of Discount Factor

Robert Samuel Simon
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Abstract

We give an alternative proof that every two-person non-zero-sum absorbing positive recursive stochastic game with finitely many states has approximate equilibria, a result proven by Nicolas Vieille. Our proof uses a state specific discount factor which is similar to the conventional discount factor only when there is only one non-absorbing state.

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Robert Samuel Simon. 2011-10-11. A Proof of the Vieille Result Using a Kind of Discount Factor. https://arxiv.org/abs/1110.2454

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