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

2011/10/11 by Robert Samuel Simon, Simon, Robert Samuel
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1110.2454

arxiv created 2011/10/11 · arxiv updated 2011/10/12

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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