Noisy Stochastic Games
证明在带有噪声的一般随机博弈中，平稳马尔可夫完美均衡的存在性。噪声是状态中非原子分布且不受前期状态和行动直接影响的分量，可充当公共随机化装置或影响阶段收益和状态转移概率。该结果应用于产业动态和动态选举竞争模型。
This paper establishes existence of a stationary Markov perfect equilibrium in general stochastic games with noise—a component of the state that is nonatomically distributed and not directly affected by the previous period's state and actions. Noise may be simply a payoff-irrelevant public randomization device, delivering known results on the existence of correlated equilibrium as a special case. More generally, noise can take the form of shocks that enter into players' stage payoffs and the transition probability on states. The existence result is applied to a model of industry dynamics and to a model of dynamic electoral competition.