Quitting Games and Linear Complementarity Problems

Abstract

We prove that every multiplayer quitting game admits a sunspot $\varepsilon$-equilibrium for every $\varepsilon > 0$, that is, an $\varepsilon$-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 a $Q$-matrix in the sense of linear complementarity problems, then the game admits a Nash $\varepsilon$-equilibrium for every $\varepsilon > 0$.