@booklet {neyman-sgwsd2013,
	title = {Stochastic Games with Short-Stage Duration},
	howpublished = {Discussion Papers},
	year = {2013},
	month = {4},
	abstract = {We introduce asymptotic analysis of stochastic games with short-stage duration. The play of stage $k$, $k{\textquoteright}geq 0$, of a stochastic game ${\textquoteright}Gamma_{\textquoteright}delta$ with stage duration ${\textquoteright}delta$ is interpreted as the play in time $k{\textquoteright}delta{\textquoteright}leq t0$ as the stage duration ${\textquoteright}delta$ goes to $0$, and study the asymptotic behavior of the value, optimal strategies, and equilibrium. The asymptotic analogs of the discounted, limiting-average, and uniform equilibrium payoffs are defined. Convergence implies the existence of an asymptotic discounted equilibrium payoff, strong convergence implies the existence of an asymptotic limiting-average equilibrium payoff, and exact convergence implies the existence of an asymptotic uniform equilibrium payoff.},
	url = {/files/dp636.pdf},
	author = {Abraham Neyman}
}
