We study the existence of correlated equilibrium payoff in stochastic games. The correlation devices that we use are either autonomous (they base their choice of signal on previous signals, but not on previous states or actions) or stationary (their choice is independent of any data, and is...

We prove an existence result for games with incomplete information with continuous type spaces under the assumption that players have atomic posteriors. This information structure is an extreme example of the failure of absolute continuity of information, hence our result complements the...

We prove the existence of Blackwell epsilon-optimal strategies in finite Markov Decision Processes with partial observation.