Existence of the Limit Value of Two Person Zero-Sum Discounted Repeated Games via Comparison Theorems

Sylvain Sorin and Guillaume Vigeral ()
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Guillaume Vigeral: Université Paris-Dauphine

Journal of Optimization Theory and Applications, 2013, vol. 157, issue 2, No 15, 564-576

Abstract: Abstract We give new proofs of existence of the limit of the discounted values for two person zero-sum games in the three following frameworks: absorbing, recursive, incomplete information. The idea of these new proofs is to use some comparison criteria.

Keywords: Stochastic games; Repeated games; Incomplete information; Asymptotic value; Comparison principle; Variational inequalities (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s10957-012-0193-4

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