The value of repeated games with an informed controller

Renault, Jérôme

Renault, Jérôme (2009), The value of repeated games with an informed controller, 3rd World Congress of the Game Theory Society (GAMES 2008), 2008-07, Evanston (Il), Etats-Unis

Type

Communication / Conférence

External document link

http://hal.archives-ouvertes.fr/hal-00266378/fr/

Date

2009

Conference title

3rd World Congress of the Game Theory Society (GAMES 2008)

Conference date

2008-07

Conference city

Evanston (Il)

Conference country

Etats-Unis

Metadata

Show full item record

Author(s)

Renault, Jérôme

Abstract (EN)

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform value, generalizing several results of the literature. A preliminary existence result is obtained for a certain class of stochastic games played with pure strategies.

Subjects / Keywords

Wasserstein distance; Choquet order; single controller; Repeated games; uniform value; incomplete information; stochastic games

JEL

C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games
D81 - Criteria for Decision-Making under Risk and Uncertainty