On a new class of nonzero-sum discounted stochastic games having stationary Nash equilibrium points
The author presents a new class of stochastic games which have stationary Nash equilibria. For this class the transition probability functions are combinations of finitely measures (non necessarily atomless) on the state space with coefficients depending on the state and action variables. The method of proof combines the ideas used in studying correlated equilibria in stochastic games with Borel state spaces and Nash equilibria in stochastic games with denumerable state spaces. In a last section it is shown that this method can be applied to study a large class of stochastic games of capital accumulation/resource extraction where many assumptions used in previous papers on the subject can be dropped.
scientific article; zbMATH DE number 2078301