On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games (Q2350934)

Two-person nonzero-sum stochastic dynamic games with discounted rewards are considered where the rewards and the transition structure are both sums of two terms each involving only a single player's action. Under a certain non-atomicity condition on the transition probabilities, a Nash equilibrium is shown to exist in pure strategies that depend in a time-invariant manner on the current state and the preceding state alone. A counterexample is given to show that the non-atomicity condition cannot be relaxed.