Analysis and Probability Seminar

Title: Dynamical Systems in Stochastic Games
Speaker: Professor Eilon Solan
Speaker Info: Northwestern University (Kellogg School of Management)
Brief Description:
Special Note:

The question that we ask is whether any $n$-player stochastic game has an equilibrium payoff. A positive answer was given by Mertens and Neyman (1980) for two-player zero sum games, and recently by Vieille (1997) for two-player non zero-sum games. A new result suggests that the methods used until now will not solve the question when there are at least 4 players. We suggest a new method, and solve the question for a sub-class of stochastic games, that is also related to Dynkin's stopping games.

Date: Monday, November 9, 1998
Time: 4:00pm
Where: Lunt 105
Contact Person: Prof. Joe Jerome
Contact email: jwj@math.nwu.edu
Contact Phone: 847-491-5575
Copyright © 1997-2024 Department of Mathematics, Northwestern University.