Summary
An example of a non-zero sum stochastic game is given where: i) the set of Nash Equilibrium Payoffs in the finitely repeated game and in the game with discount factor is reduced to the threat point; ii) the corresponding set for the infinitely repeated game is disjoint from this point and equals the set of feasible, individually rational and Pareto optimal payoffs.
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Sorin, S. Asymptotic properties of a non-zero sum stochastic game. Int J Game Theory 15, 101–107 (1986). https://doi.org/10.1007/BF01770978
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DOI: https://doi.org/10.1007/BF01770978