On the values of repeated games with signals

Hugo Gimbert (), Jérôme Renault, Sylvain Sorin, Xavier Venel and Wieslaw Zielonka ()
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Hugo Gimbert: LaBRI - Laboratoire Bordelais de Recherche en Informatique - UB - Université de Bordeaux - École Nationale Supérieure d'Électronique, Informatique et Radiocommunications de Bordeaux (ENSEIRB) - CNRS - Centre National de la Recherche Scientifique
Wieslaw Zielonka: LIAFA - Laboratoire d'informatique Algorithmique : Fondements et Applications - UPD7 - Université Paris Diderot - Paris 7 - CNRS - Centre National de la Recherche Scientifique

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Abstract: We study the existence of different notions of values in two-person zero-sum repeated games where the state evolves and players receive signals. We provide some examples showing that the limsup value and the uniform value may not exist in general. Then, we show the existence of the value for any Borel payoff function if the players observe a public signal including the actions played. We prove also two other positive results without assumptions on the signaling structure: the existence of the $\sup$-value and the existence of the uniform value in recursive games with non-negative payoffs.

Keywords: Borel evaluation; Repeated Games with signals (search for similar items in EconPapers)
Date: 2016
Note: View the original document on HAL open archive server: https://hal.science/hal-01006951v1
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Citations: View citations in EconPapers (2)

Published in The Annals of Applied Probability, 2016, 26 (1), pp.402-424. ⟨10.1214/14-AAP1095⟩

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Related works:
Working Paper: On the values of repeated games with signals (2016)
Working Paper: On the values of repeated games with signals (2016)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:hal-01006951

DOI: 10.1214/14-AAP1095

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