  This paper aims to solve two fundamental problems on finite or infinite
horizon dynamic games with perfect or almost perfect information. Under some
mild conditions, we prove (1) the existence of subgame-perfect equilibria in
general dynamic games with almost perfect information, and (2) the existence of
pure-strategy subgame-perfect equilibria in perfect-information dynamic games
with uncertainty. Our results go beyond previous works on continuous dynamic
games in the sense that public randomization and the continuity requirement on
the state variables are not needed. As an illustrative application, a dynamic
stochastic oligopoly market with intertemporally dependent payoffs is
considered.
