| Article ID: | iaor2002359 |
| Country: | United States |
| Volume: | 38 |
| Issue: | 6 |
| Start Page Number: | 1794 |
| End Page Number: | 1804 |
| Publication Date: | Aug 2000 |
| Journal: | SIAM Journal on Control and Optimization |
| Authors: | Vieille N. |
We prove that, in every stochastic game with finitely many states and actions, there exists at least one state, starting from which an equilibrium payoff exists. This is achieved by proving that there exists a solvable set. This generalizes to an arbitrary number of players a result due to Thuijsman and Vrieze in the case of two players.