General-Sum Markov Games with Borel Spaces: Existence of Approximate Nash Equilibria via Finite Model Approximations under Setwise or Weak Continuity

Naci Saldi, Gurdal Arslan, Serdar Yuksel

Establishing the existence of exact or near Markov or stationary perfect Nash equilibria in nonzero-sum Markov games over Borel spaces is a challenging problem with limited positiv…