This is a preview. Log in through your library . Abstract We consider a class of Az-player stochastic games with the following properties: (1) in every state, the transitions are controlled by one ...

Roth, A. E. "Risk Aversion and the Relationship between Nash's Solution and Subgame Perfect Equilibrium of Sequential Bargaining." Journal of Risk and Uncertainty 2, no. 4 (December 1989): 353–365.

This paper analyzes a market game in which sellers offer trading mechanisms to buyers and buyers decide which seller to go to depending on the trading mechanisms offered. In a (subgame perfect) ...