Abstract
We provide a computable algorithm to calculate uniform ε-optimal strategies in two-player zero-sum stochastic games. Our approach can be used to construct algorithms that calculate uniform ε-equilibria and uniform correlated ε-equilibria in various classes of multi-player non-zero-sum stochastic games.
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This research was supported by a grant from the Ministry of Science and Technology, Israel, and the Ministry of Research, France. Nicolas Vieille also gratefully acknowledges the financial support of the Fondation HEC. We thank Bernhard von Stengel and three anonymous referees for their comments on an earlier version of the paper.
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Solan, E., Vieille, N. Computing uniformly optimal strategies in two-player stochastic games. Econ Theory 42, 237–253 (2010). https://doi.org/10.1007/s00199-009-0437-1
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DOI: https://doi.org/10.1007/s00199-009-0437-1