Repeated ARAT games
Fe. S. Evangelista, Thirukkannamangai E. S. Raghavan, O. J. Vrieze · Lecture notes-monograph series · 1996
We show the existence of ε-equilibria in stationary strategies for the class of repeated games with Additive Reward and Additive Transition (ARAT) structure.A new approach to existence questions for stochastic games is introduced in the proof -the strategy space of one player is perturbed so that the player uses any pure action with at least probability ε.For this ε-perturbed game, equilibria in stationary strategies exist.By analyzing the limit properties of these strategies, the existence of stationary ε-equilibria in the original game follows.