A stochastic game is an optimal control problem for multiple agents in a stochastic environment. Stochastic games contain important practical problems, related to environmental issues or traffic flows. If the number of environmental states is one, such stochastic games are called repeated games. In repeated games, several strategies which unilaterally control payoffs have been proposed, and these strategies work in a mechanism similar to feedback control. In this paper, we generalize these strategies as feedback strategies in stochastic games, and investigate their properties. In particular, we provide a necessary and sufficient condition for such feedback strategies to work as controllers of payoffs under some assumptions. We demonstrate the performance of such feedback strategies in several examples related to social dilemmas. Our findings connect the theory of payoff control in repeated games to the theory of feedback control in stochastic games.

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