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Stochastic Games and Applications pp 93–106Cite as

N—Person Stochastic Games: Extensions of the Finite State Space Case and Correlation

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Part of the book series: NATO Science Series ((ASIC,volume 570))

Abstract

In this chapter, we present a framework for m-person stochastic games with an infinite state space. Our main purpose is to present a correlated equilibrium theorem proved by Nowak and Raghavan [42] for discounted stochastic games with a measurable state space, where the correlation of the different players’ strategies employs only “public signals” [16]. We will also provide a detailed survey of the literature containing related results, some approximation theorems for general state space stochastic games (the existence of ε-equilibria), and the existence of equilibria in some classes of countable state space stochastic games with applications to queueing models.

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Author information

Authors and Affiliations

  1. Zielona Góra University, Zielona Góra, Poland

    Andrzej S. Nowak

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  1. Andrzej S. Nowak
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Editors and Affiliations

  1. Institute of Mathematics and Center for Rationality and Interactive Decision Theory, Hebrew University of Jerusalem, Jerusalem, Israel

    Abraham Neyman

  2. Université Pierre et Marie Curie and École Polytechnique, Paris, France

    Sylvain Sorin

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Nowak, A.S. (2003). N—Person Stochastic Games: Extensions of the Finite State Space Case and Correlation. In: Neyman, A., Sorin, S. (eds) Stochastic Games and Applications. NATO Science Series, vol 570. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0189-2_8

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  • DOI: https://doi.org/10.1007/978-94-010-0189-2_8

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-1-4020-1493-2

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