A general communication device is a device that at every stage of the game receives a private message from each player, and in return sends a private signal to each player; the signals the device sends depend on past play, past signals it sent, and past messages it received. <p> An autonomous...</p>

We prove that the existence of equilibrium payoffs for stochastic games of incomplete symmetric information follows from the same result for stochastic games with complete information.

An absorbing game is a repeated game where some action combinations are absorbing, in the sense that whenever they are played, there is a positive probability that the game terminates, and the players receive some terminal payoff at every future stage. We prove that every multi-player absorbing...

This paper discusses the problem regarding the existence of optimal or nearly optimal stationary strategies for a player engaged in a nonleavable stochastic game. It is known that, for these games, player I need not have an -optimal stationary strategy even when the state space of the game is...

We deal with multi-agent Markov decision processes (MDPs) in which cooperation among players is allowed. We find a cooperative payoff distribution procedure (MDP-CPDP) that distributes in the course of the game the payoff that players would earn in the long run game. We show under which...

First we define the splitting operator, which is related to the Shapley operator of the splitting game introduced by Sorin (2002). It depends on two compact convex sets C and D and associates to a function defined on C ×D a saddle function, extending the usual convexification or concavification...