Three-Player Absorbing Games

 

Eilon Solan

 

Mathematics of Operations Research, 24 (1999), 669-698.

 

An multi-player absorbing game is a multi-player stochastic game where all the states but one are absorbing (a state is absorbing if once it is reached, the probability to leave it is zero, whatever the players play(.

We prove that every three-player absorbing game has a uniform equilibrium payoff.