Robert Samuel Simon
A Topological Solution to Quitting Games
Preprint series: Mathematica Gottingensis

MSC:

90D15 Stochastic games

54H25 Fixed-point and coincidence theorems

Abstract: This paper presents a topological conjecture and demonstrates that its confirmation would establish the existence of approximate equilibria in all quitting games. A quitting game is an un-discounted stochastic game of finitely many players where every player has only two moves, to end the game with certainty or to allow the game to continue. If nobody ever acts to end the game, all players receive payoffs of zero.

Keywords: Stochastic Games, Time-Discrete Dynamical Systems