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Solvable states in stochastic games

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Abstract

This paper deals with undiscounted stochastic games. As in Thuijsman-Vrieze [9], we consider specific states, which we call solvable. The existence of such states in every game is proved in a new way. This proof implies the existence of equilibrium payoffs in stochastic games with at most 3 states. On an example, we relate our work to the construction of Thuijsman and Vrieze.

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Authors and Affiliations

  1. L.S.T.A., Tour 45-55 3ème étage, Université Paris 6, 4, place Jussieu, 75005, Paris, France

    Nicolas Vieille

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  1. Nicolas Vieille
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Additional information

I would like to thank Frank Thuijsman, for pointing out errors in an earlier version of the proof, and a referee, for a careful reading.

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Vieille, N. Solvable states in stochastic games. Int J Game Theory 21, 395–404 (1993). https://doi.org/10.1007/BF01240154

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  • DOI: https://doi.org/10.1007/BF01240154

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