On approximate and weak correlated equilibria in constrained discounted stochastic games

2022/01/04 by Jaśkiewicz, Anna, Nowak, Andrzej S. · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2201.01065

Abstract

In this paper, we consider constrained discounted stochastic games with a countably generated state space and norm continuous transition probability having a density function. We prove existence of approximate stationary equilibria and stationary weak correlated equilibria. Our results imply the existence of stationary Nash equilibrium in ARAT stochastic games.

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