Markov Equilibria of Stochastic Games with Complementarities
证明了在满足互补性和单调性假设的一类连续状态随机博弈中，存在马尔可夫均衡，且均衡策略和延续值是状态变量的递增且Lipschitz连续函数。
The existence of Markov equilibria for stochastic games with a continuum of states is a complex issue for which no general result holds as yet. In this article, the problem is solved for a class of stochastic games that satisfy assumptions of complementarity and monotonicity. The proof of existence relies on results from lattice programming. In the Markov equilibria singled out by the Theorem of Existence, the policies and continuation values are increasing and Lipschitz continuous functions of the state variable.Journal of Economic LiteratureClassification Numbers: C62, C73.