The Modified Stochastic Games

Abstract

We present a new tool for the study of multiplayer stochastic games, namely the modified game, which is a normal-form game that depends on the discount factor, the initial state, and for every player a partition of the set of states and a vector that assigns a real number to each element of the partition. We study properties of the modified game, like its equilibria, min-max value, and max-min value. We then show how this tool can be used to prove the existence of a uniform equilibrium in a certain class of multiplayer stochastic games.