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hal.structure.identifierGroupe de recherche en économie mathématique et quantitative [GREMAQ]
dc.contributor.authorGensbittel, Fabien
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorOliu-Barton, Miquel
hal.structure.identifierDepartment of Statistics and Operations Research [Tel Aviv]
dc.contributor.authorVenel, Xavier
HAL ID: 8219
ORCID: 0000-0003-1150-9139
dc.date.accessioned2020-05-11T09:04:09Z
dc.date.available2020-05-11T09:04:09Z
dc.date.issued2014
dc.identifier.issn2164-6066
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/20710
dc.language.isoenen
dc.subjectrepeated gamesen
dc.subjectZero-sum gamesen
dc.subjectuniform valueen
dc.subjectincomplete informationen
dc.subjectstochastic gamesen
dc.subject.ddc515en
dc.titleExistence of the uniform value in zero-sum repeated games with a more informed controlleren
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe prove that in a general zero-sum repeated game where the first player is more informed than the second player and controls the evolution of information on the state, the uniform value exists. This result extends previous results on Markov decision processes with partial observation (Rosenberg, Solan, Vieille 2002), and repeated games with an informed controller (Renault 2012). Our formal definition of a more informed player is more general than the inclusion of signals, allowing therefore for imperfect monitoring of actions. We construct an auxiliary stochastic game whose state space is the set of second order beliefs of player 2 (beliefs about beliefs of player 1 on the true state variable of the initial game) with perfect monitoring and we prove it has a value by using a result of Renault 2012. A key element in this work is to prove that player 1 can use strategies of the auxiliary game in the initial game in our general framework, which allows to deduce that the value of the auxiliary game is also the value of our initial repeated game by using classical arguments.en
dc.relation.isversionofjnlnameJournal of Dynamics and Games
dc.relation.isversionofjnlvol1en
dc.relation.isversionofjnlissue3en
dc.relation.isversionofjnldate2014-07
dc.relation.isversionofjnlpages411-445en
dc.relation.isversionofdoi10.3934/jdg.2014.1.411en
dc.relation.isversionofjnlpublisherAIMS - American Institute of Mathematical Sciencesen
dc.subject.ddclabelAnalyseen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen
dc.description.ssrncandidatenonen
dc.description.halcandidatenonen
dc.description.readershiprechercheen
dc.description.audienceInternationalen
dc.relation.Isversionofjnlpeerreviewedouien
dc.relation.Isversionofjnlpeerreviewedouien
dc.date.updated2020-05-11T08:54:27Z
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