Abstract
For a broad definition of time-discrete stochastic games, their zero-sum varieties have values. But the existence of \(\epsilon \)-equilibrium for the corresponding non-zero-sum games has proven elusive. We present the problems associated with \(\epsilon \)-equilibria in non-zero-sum stochastic games, from both the perspectives of proving existence and demonstrating a counter-example.
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Simon, R.S. The challenge of non-zero-sum stochastic games. Int J Game Theory 45, 191–204 (2016). https://doi.org/10.1007/s00182-015-0497-3
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DOI: https://doi.org/10.1007/s00182-015-0497-3