| Abstract: |
| We investigate Markov relaxed equilibria for time-inconsistent stochastic games in discrete time. A key feature of such equilibria is that they capture the interaction of the current self with both future selves and other players. Our objective is to establish the existence of equilibria when the state space of the underlying controlled process is uncountable. The main difficulty arises from the absence of topologies under which the strategy sets are compact and the associated value functions are continuous. We provide general conditions on the transition kernels of the underlying process under which existence can be established. |
|