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Existence of the limit value of two person zero-sum discounted repeated games via comparison theorems

Vigeral, Guillaume; Sorin, Sylvain (2013), Existence of the limit value of two person zero-sum discounted repeated games via comparison theorems, Journal of Optimization Theory and Applications, 157, 2, p. 564-576. http://dx.doi.org/10.1007/s10957-012-0193-4

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Article accepté pour publication ou publié
External document link
http://hal.archives-ouvertes.fr/hal-00661844
Date
2013
Journal name
Journal of Optimization Theory and Applications
Volume
157
Number
2
Publisher
Springer
Pages
564-576
Publication identifier
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Author(s)
Vigeral, Guillaume
Sorin, Sylvain
Abstract (EN)
We give new proofs of existence of the limit of the discounted values for two person zero-sum games in the following frameworks: incomplete information, absorbing, recursive. The idea of these new proofs is to use some comparison criteria.
Subjects / Keywords
variational inequalities; comparison principle; asymptotic value; incomplete information; repeated games; stochastic games
JEL
C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games