Stopping games and Ramsey theorem

Eran Schmaya (1) , Eilon Solan (2) , Nicolas Vieille (3)

1 TAU - Tel Aviv University
2 Northwestern University [Evanston]
3 CECO - Laboratoire d'économétrie de l'École polytechnique

We prove that every two-player non zero-sum deterministic stopping game with uniformly bounded payoffs admits an epsilon-equilibrium, for every epsilon>0. The proof uses Ramsey Theorem that states that for every coloring of a complete infinite graph by finitely many colors there is a complete infinite subgraph which is monochromatic.

Nous prouvons que tout jeu d'arrêt détermininiste à paiements bornés possède un epsilon-équilibre, et ceci pour tout epsilon.

Mots clés: Non zero-sum stopping games; Ramsey theorem; Equilibrium payoff

Mots clés: Jeux d'arrêt; Théorème de Ramsey

Domaines: Economies et finances

Eran Schmaya, Eilon Solan, Nicolas Vieille. Stopping games and Ramsey theorem. 2002. ⟨hal-00242997⟩