随机博弈中的一般性与马尔可夫行为

Genericity and Markovian Behavior in Stochastic Games

Econometrica · 2000
被引 10
人大 A+FT50ABS 4*

中文导读

研究一般有限状态随机博弈的马尔可夫完美均衡,证明对几乎全部支付结构,均衡数量有限,并讨论对交替移动博弈等低维情形的扩展。

Abstract

This paper examines Markov Perfect equilibria of general, finite state stochastic games. Our main result is that the number of such equilibria is finite for a set of stochastic game payoffs with full Lebesgue measure. We further discuss extensions to lower dimensional stochastic games like the alternating move game.

随机博弈马尔可夫完美均衡有限性一般性