Quitting games and linear complementarity problems

Eilon Solan; Omri N. Solan

doi:10.1287/moor.2019.0996

Quitting games and linear complementarity problems

Eilon Solan, Omri N. Solan

Tel Aviv University

Research output: Contribution to journal › Article › peer-review

Abstract

We prove that every multiplayer quitting game admits a sunspot ε-equilibrium for every ε > 0, that is, an ε-equilibrium in an extended game in which the players observe a public signal at every stage. We also prove that, if a certain matrix that is derived from the payoffs in the game is not a Q-matrix in the sense of linear complementarity problems, then the game admits a uniform ε-equilibrium for every ε > 0.

Original language	English
Pages (from-to)	434-454
Number of pages	21
Journal	Mathematics of Operations Research
Volume	45
Issue number	2
DOIs	https://doi.org/10.1287/moor.2019.0996
State	Published - May 2020

Keywords

Linear complementarity problems
Q-matrices
Quitting games
Stochastic games
Stopping games
Sunspot equilibrium

All Science Journal Classification (ASJC) codes

Computer Science Applications
General Mathematics
Management Science and Operations Research

Access to Document

10.1287/moor.2019.0996

Cite this

@article{3c864e9d1ce54547aeefbef2b76c189b,

title = "Quitting games and linear complementarity problems",

abstract = "We prove that every multiplayer quitting game admits a sunspot ε-equilibrium for every ε > 0, that is, an ε-equilibrium in an extended game in which the players observe a public signal at every stage. We also prove that, if a certain matrix that is derived from the payoffs in the game is not a Q-matrix in the sense of linear complementarity problems, then the game admits a uniform ε-equilibrium for every ε > 0.",

keywords = "Linear complementarity problems, Q-matrices, Quitting games, Stochastic games, Stopping games, Sunspot equilibrium",

author = "Eilon Solan and Solan, \{Omri N.\}",

note = "Publisher Copyright: {\textcopyright} 2020 INFORMS.",

year = "2020",

month = may,

doi = "10.1287/moor.2019.0996",

language = "الإنجليزيّة",

volume = "45",

pages = "434--454",

journal = "Mathematics of Operations Research",

issn = "0364-765X",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

number = "2",

}

TY - JOUR

T1 - Quitting games and linear complementarity problems

AU - Solan, Eilon

AU - Solan, Omri N.

PY - 2020/5

Y1 - 2020/5

N2 - We prove that every multiplayer quitting game admits a sunspot ε-equilibrium for every ε > 0, that is, an ε-equilibrium in an extended game in which the players observe a public signal at every stage. We also prove that, if a certain matrix that is derived from the payoffs in the game is not a Q-matrix in the sense of linear complementarity problems, then the game admits a uniform ε-equilibrium for every ε > 0.

AB - We prove that every multiplayer quitting game admits a sunspot ε-equilibrium for every ε > 0, that is, an ε-equilibrium in an extended game in which the players observe a public signal at every stage. We also prove that, if a certain matrix that is derived from the payoffs in the game is not a Q-matrix in the sense of linear complementarity problems, then the game admits a uniform ε-equilibrium for every ε > 0.

KW - Linear complementarity problems

KW - Q-matrices

KW - Quitting games

KW - Stochastic games

KW - Stopping games

KW - Sunspot equilibrium

UR - http://www.scopus.com/inward/record.url?scp=85086009147&partnerID=8YFLogxK

U2 - 10.1287/moor.2019.0996

DO - 10.1287/moor.2019.0996

M3 - مقالة

SN - 0364-765X

VL - 45

SP - 434

EP - 454

JO - Mathematics of Operations Research

JF - Mathematics of Operations Research

IS - 2

ER -

Quitting games and linear complementarity problems

Abstract

Keywords

All Science Journal Classification (ASJC) codes

Access to Document

Other files and links

Fingerprint

Cite this