Stationary Markov Perfect Equilibria in Discounted Stochastic Games
2013/11/29
研討會日期 : 2013-11-29
時間 : 14:30
主講人 : Professor Yeneng Sun
地點 : Conference Room B110
演講者簡介 : Professor Sun received his Ph.D. in Economics from University of Illinois at Urbana-Champaign in 1989. He is currently Raffles Professor of Social Sciences at National University of Singapore. His research fields are Mathematical economics, analysis and probability theory.
演講摘要 : The existence of stationary Markov perfect equilibria in stochastic games is shown in several contexts under a general condition called “(decomposable) coarser transition kernels”. These results include various earlier existence results on correlated equilibria, noisy stochastic games, stochastic games with mixtures of constant transition kernels as special cases. The minimality of the condition is illustrated. The results here also shed some new light on a recent example on the nonexistence of stationary equilibrium. The proofs are remarkably simple via establishing a new connection between stochastic games and conditional expectations of correspondences.
