Non-existence of subgame-perfect epsilon-equilibrium in perfect information games with infinite horizon

作者:Flesch Janos; Kuipers Jeroen; Mashiah Yaakovi Ayala; Schoenmakers Gijs; Shmaya Eran; Solan Eilon*; Vrieze Koos
来源:International Journal of Game Theory, 2014, 43(4): 945-951.
DOI:10.1007/s00182-014-0412-3

摘要

Every finite extensive-form game with perfect information has a subgame-perfect equilibrium. In this note we settle to the negative an open problem regarding the existence of a subgame-perfect epsilon-equilibrium in perfect information games with infinite horizon and Borel measurable payoffs, by providing a counter-example. We also consider a refinement called strong subgame-perfect epsilon-equilibrium, and show by means of another counter-example, with a simpler structure than the previous one, that a game may have no strong subgame-perfect epsilon-equilibrium for sufficiently small epsilon %26gt; 0, even though it admits a subgame-perfect epsilon-equilibrium for every epsilon %26gt; 0.