Determinacy of games with Stochastic Eventual Perfect Monitoring

Itai Arieli and Yehuda Levy

Games and Economic Behavior, 2015, vol. 91, issue C, 166-185

Abstract: We consider an infinite two-player stochastic zero-sum game with a Borel winning set, in which the opponent's actions are monitored via stochastic private signals. We introduce two conditions of the signalling structure: Stochastic Eventual Perfect Monitoring (SEPM) and Weak Stochastic Eventual Perfect Monitoring (WSEPM). When signals are deterministic these two conditions coincide and by a recent result due to Shmaya (2011) entail determinacy of the game. We generalize Shmaya's (2011) result and show that in the stochastic learning environment SEPM implies determinacy while WSEPM does not.

Keywords: Zero-sum stochastic games; Determinacy; Stochastic Eventual Perfect Monitoring (search for similar items in EconPapers)
JEL-codes: C73 D83 (search for similar items in EconPapers)
Date: 2015
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Working Paper: Determinacy of Games with Stochastic Eventual Perfect Monitoring (2014)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:gamebe:v:91:y:2015:i:c:p:166-185

DOI: 10.1016/j.geb.2015.04.003

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