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On equilibria in repeated games with absorbing states

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Abstract

We prove the existence of ε-(Nash) equilibria in two-person non-zerosum limiting average repeated games with absorbing states. These are stochastic games in which all states but one are absorbing. A state is absorbing if the probability of ever leaving that state is zero for all available pairs of actions.

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Authors and Affiliations

  1. Department of Mathematics, Faculty of General Sciences, State University Limburg, P.O. Box 616, 6200, MD Maastricht, the Netherlands

    O. J. Vrieze & F. Thuijsman

Authors
  1. O. J. Vrieze
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  2. F. Thuijsman
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Support was provided by the Netherlands Organisation for Scientific Research NWO (project 10-64-10).

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Vrieze, O.J., Thuijsman, F. On equilibria in repeated games with absorbing states. Int J Game Theory 18, 293–310 (1989). https://doi.org/10.1007/BF01254293

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  • DOI: https://doi.org/10.1007/BF01254293

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