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A theory of regular Markov perfect equilibria in dynamic stochastic games: genericity, stability, and purification. (English) Zbl 1210.91015

This paper develops a theory of regular Markov perfect equilibrium in discrete-time, infinite-horizon stochastic games with a finite number of states and actions.
These equilibria are essential, strongly stable and admit purification. This is shown by introducing a regularity notion and proving that it is a generic properly of the equilibria.

MSC:

91A15 Stochastic games, stochastic differential games
91A25 Dynamic games
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