Absorption paths and equilibria in quitting games

DOI10.1007/S10107-022-01807-6MaRDI QIDQ6201930zbMATH OpenFDO

Authors Galit Ashkenazi-Golan, Ilia Krasikov, Catherine Rainer, Eilon Solan

Publication date 21 February 2024

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2012.04369

zbMATH Keywords

continuous equilibrialinear complementarity problemsQ-matricesquitting gamesstochastic games

Mathematics Subject Classification ID

(n)-person games, (n>2) (91A06) Noncooperative games (91A10) Stochastic games, stochastic differential games (91A15)

Abstract: We study quitting games and define the concept of absorption paths, which is an alternative definition to strategy profiles that accomodates both discrete time aspects and continuous time aspects, and is parameterized by the total probability of absorption in past play rather than by time. We then define the concept of sequentially 0perfect absorption paths, which are shown to be limits of $epsilon$-equilibrium strategy profiles as $epsilon$ goes to 0. We finally identify a class of quitting games that possess sequentially 0-perfect absorption paths.

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Cited in

(1)

• The APS approach for undiscounted quitting games

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