This paper establishes existence of a stationary Markov perfect equilibrium in general stochastic games with noise — a component of the state that is nonatomically distributed and not directly affected by the previous period’s state and actions. Noise may be simply a payoff irrelevant public...

Harris, Reny, and Robson (1995) added a public randomization device to dynamic games with almost perfect information to ensure existence of subgame perfect equilibria (SPE). We show that when Nature's moves are atomless in the original game, public randomization does not enlarge the set of SPE...