Equilibrium in two-player stochastic games with shift-invariant payoffs

We show that every two-player stochastic game with finite state and action sets, and bounded, Borel-measurable, and shift-invariant payoffs, admits an epsilon-equilibrium for all epsilon > 0.(c) 2023 Elsevier Masson SAS. All rights reserved.

Automated summary

We prove that there exists an epsilon-equilibrium for every two-player stochastic game with finite state and action sets, and bounded, Borel-measurable, and shift-invariant payoffs.