Complementarity and Diagonal Dominance in Discounted Stochastic Games

@article{Amir2002ComplementarityAD,
  title={Complementarity and Diagonal Dominance in Discounted Stochastic Games},
  author={Rabah Amir},
  journal={Annals OR},
  year={2002},
  volume={114},
  pages={39-56}
}
We consider discounted stochastic games characterized by monotonicity, supermodularity and diagonal dominance assumptions on the reward functions and the transition law. A thorough novel discussion of the scope and limitations of this class of games is provided. Existence of a Markov-stationary equilibrium for the infinite-horizon game, proved by Curtat (1996), is summarized. Uniqueness of Markov equilibrium and dominance solvability of the finite-horizon game are established. In both cases… CONTINUE READING
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