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Encyclopedia of Complexity and Systems Science pp 1–23Cite as

Stochastic Games

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Glossary

A correlated equilibrium :

An equilibrium in an extended game in which either at the outset of the game or at various points during the play of the game each player receives a private signal, and the vector of private signals is chosen according to a known joint probability distribution. In the extended game, a strategy of a player depends, in addition to past play, on the signals he received.

A stochastic game :

A repeated interaction between several participants in which the underlying state of the environment changes stochastically, and it depends on the decisions of the participants.

A strategy :

A rule that dictates how a participant in an interaction makes his decisions as a function of the observed behavior of the other participants and of the evolution of the environment.

An equilibrium :

A collection of strategies, one for each player, such that each player maximizes (or minimizes, in case of stage costs) his evaluation of stage payoffs given the strategies of the...

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Authors and Affiliations

  1. Adam Smith Business School, University of Glasgow, Glasgow, G12 8QQ, UK

    Yehuda John Levy

  2. The School of Mathematical Sciences, Tel Aviv University, Tel Aviv, 6997800, Israel

    Eilon Solan

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  2. Eilon Solan
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  1. Ramtech Ltd., Larkspur, California, USA

    Robert A. Meyers

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Levy, Y.J., Solan, E. (2017). Stochastic Games. In: Meyers, R. (eds) Encyclopedia of Complexity and Systems Science. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-27737-5_522-2

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  • DOI: https://doi.org/10.1007/978-3-642-27737-5_522-2

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