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arXiv · 1703.04026

The Modified Stochastic Games

Eilon Solan
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Abstract

We present a new tool for the study of multiplayer stochastic games, namely the modified game, which is a normal-form game that depends on the discount factor, the initial state, and for every player a partition of the set of states and a vector that assigns a real number to each element of the partition. We study properties of the modified game, like its equilibria, min-max value, and max-min value. We then show how this tool can be used to prove the existence of a uniform equilibrium in a certain class of multiplayer stochastic games.

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Eilon Solan. 2017-03-11. The Modified Stochastic Games. https://arxiv.org/abs/1703.04026

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