  We analyse the computational complexity of finding Nash equilibria in simple
stochastic multiplayer games. We show that restricting the search space to
equilibria whose payoffs fall into a certain interval may lead to
undecidability. In particular, we prove that the following problem is
undecidable: Given a game G, does there exist a pure-strategy Nash equilibrium
of G where player 0 wins with probability 1. Moreover, this problem remains
undecidable if it is restricted to strategies with (unbounded) finite memory.
However, if mixed strategies are allowed, decidability remains an open problem.
One way to obtain a provably decidable variant of the problem is restricting
the strategies to be positional or stationary. For the complexity of these two
problems, we obtain a common lower bound of NP and upper bounds of NP and
PSPACE respectively.
