2017年4月1日
Existence of a pure strategy equilibrium in Markov games with strategic complementarities for finite actions and finite states
Journal of the Operations Research Society of Japan
- ,
- 巻
- 60
- 号
- 2
- 開始ページ
- 201
- 終了ページ
- 214
- 記述言語
- 英語
- 掲載種別
- 研究論文(国際会議プロシーディングス)
- DOI
- 10.15807/jorsj.60.201
- 出版者・発行元
- Operations Research Society of Japan
We provide a sufficient condition for the existence of a Markov perfect equilibrium for pure strategies in a class of Markov games where each stage has strategic complementarities. We assume that both the sets of actions for all players and the set of states are finite and that the horizon is also finite, while the past studies examined Markov games with infinite horizons where the sets of actions and states are assumed to be infinite. We give an elementary proof of the existence and apply the result to a game of Bertrand oligopoly with investment.
- ID情報
-
- DOI : 10.15807/jorsj.60.201
- ISSN : 0453-4514
- SCOPUS ID : 85018383163