Quitting Games and Linear Complementarity Problems

2017/07/09 by Solan, Eilon, Solan, Omri N. · 1 citation
#90C33 #91A15 #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1707.02598

Abstract

We prove that every multiplayer quitting game admits a sunspot ε-equilibrium for every ε > 0, that is, an ε-equilibrium in an extended game in which the players observe a public signal at every stage. We also prove that if a certain matrix that is derived from the payoffs in the game is a Q-matrix in the sense of linear complementarity problems, then the game admits a Nash ε-equilibrium for every ε > 0.

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• Undiscounted Equilibrium in Positive Recursive Absorbing Games with Non-Rectangular Absorption Structure

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