Advances in zero-sum dynamic games
Laraki, Rida; Sorin, Sylvain (2015), Advances in zero-sum dynamic games, dans Young, H. Peyton; Zamir, Shmuel, Handbook of Game Theory with Economic Applications, Elsevier : Amsterdam, p. 27-93. 10.1016/B978-0-444-53766-9.00002-1
Type
Chapitre d'ouvrageDate
2015Titre de l'ouvrage
Handbook of Game Theory with Economic ApplicationsAuteurs de l’ouvrage
Young, H. Peyton; Zamir, ShmuelÉditeur
Elsevier
Ville d’édition
Amsterdam
Isbn
978-0444537669
Nombre de pages
1008Pages
27-93
Identifiant publication
Métadonnées
Afficher la notice complèteAuteur(s)
Laraki, Rida
Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
Sorin, Sylvain
Résumé (EN)
The survey presents recent results in the theory of two-person zero-sum repeated games and their connections with differential and continuous-time games. The emphasis is made on the following(1) A general model allows to deal simultaneously with stochastic and informational aspects.(2) All evaluations of the stage payoffs can be covered in the same framework (and not only the usual Cesàro and Abel means).(3) The model in discrete time can be seen and analyzed as a discretization of a continuous time game. Moreover, tools and ideas from repeated games are very fruitful for continuous time games and vice versa.(4) Numerous important conjectures have been answered (some in the negative).(5) New tools and original models have been proposed. As a consequence, the field (discrete versus continuous time, stochastic versus incomplete information models) has a much more unified structure, and research is extremely active.Mots-clés
repeated; stochastic and differential games; discrete and continuous time; Shapley operator; incomplete information; imperfect monitoring; asymptotic and uniform value; dual game; weak and strong approachabilityPublications associées
Affichage des éléments liés par titre et auteur.
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Cardaliaguet, Pierre; Laraki, Rida; Sorin, Sylvain (2012) Article accepté pour publication ou publié
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Sorin, Sylvain; Vigeral, Guillaume (2019) Article accepté pour publication ou publié
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Sorin, Sylvain; Vigeral, Guillaume (2015) Article accepté pour publication ou publié
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Sorin, Sylvain; Vigeral, Guillaume (2018) Document de travail / Working paper
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Vigeral, Guillaume; Sorin, Sylvain (2013) Article accepté pour publication ou publié