Asymptotically optimal strategies in repeated games with incomplete information and vanishing weights
Oliu Barton, Miquel (2019), Asymptotically optimal strategies in repeated games with incomplete information and vanishing weights, Journal of Dynamics and Games (JDG), 6, 4, p. 259-275. 10.3934/jdg.2019018
TypeArticle accepté pour publication ou publié
Journal nameJournal of Dynamics and Games (JDG)
MetadataShow full item record
Author(s)Oliu Barton, Miquel
Abstract (EN)We construct asymptotically optimal strategies in two-player zero-sum repeated games with incomplete information on both sides in which stages have vanishing weights. Our construction, inspired in Heuer (IJGT 1992), proves the convergence of the values for these games, thus extending the results established by Mertens and Zamir (IJGT 1971) for n-stage games and discounted games to the case of arbitrary vanishing weights.
Subjects / KeywordsRepeated games with incomplete information; Mertens-Zamir system of equations; duality, approachability
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