An Introduction to Stochastic Game Theory

An introduction to stochastic game theory with static information, as included in this chapter, follows the basic lines of the first two sections of Chap. 2 , which were devoted to stochastic teams, with however some rather subtle differences in the setup and solution concepts. Accordingly, in the following, we introduce the game setup, paralleling the flow of Chap. 2 for teams, intentionally allowing for redundancies or repetitions, so that the coverage is self-contained while also bringing forth connections to the team formulation.