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ON VALUES OF REPEATED GAMES WITH SIGNALS
by
Zielonka, Wiesław
, Venel, Xavier
, Renault, Jérôme
, Gimbert, Hugo
, Sorin, Sylvain
in
60G35
/ 91A05
/ 91A15
/ 91A20
/ Borelian evaluation
/ Conditional probabilities
/ Cylinders
/ Determinacy
/ Economics and Finance
/ Game theory
/ Games
/ Humanities and Social Sciences
/ Information economics
/ limsup value
/ Mathematical functions
/ Mathematics
/ Multistage game
/ Optimization and Control
/ Probability distribution
/ Repeated games
/ repeated games with signals
/ repeated games with symmetric information
/ Stochastic games
/ Theater
/ uniform value
2016
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ON VALUES OF REPEATED GAMES WITH SIGNALS
by
Zielonka, Wiesław
, Venel, Xavier
, Renault, Jérôme
, Gimbert, Hugo
, Sorin, Sylvain
in
60G35
/ 91A05
/ 91A15
/ 91A20
/ Borelian evaluation
/ Conditional probabilities
/ Cylinders
/ Determinacy
/ Economics and Finance
/ Game theory
/ Games
/ Humanities and Social Sciences
/ Information economics
/ limsup value
/ Mathematical functions
/ Mathematics
/ Multistage game
/ Optimization and Control
/ Probability distribution
/ Repeated games
/ repeated games with signals
/ repeated games with symmetric information
/ Stochastic games
/ Theater
/ uniform value
2016
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ON VALUES OF REPEATED GAMES WITH SIGNALS
by
Zielonka, Wiesław
, Venel, Xavier
, Renault, Jérôme
, Gimbert, Hugo
, Sorin, Sylvain
in
60G35
/ 91A05
/ 91A15
/ 91A20
/ Borelian evaluation
/ Conditional probabilities
/ Cylinders
/ Determinacy
/ Economics and Finance
/ Game theory
/ Games
/ Humanities and Social Sciences
/ Information economics
/ limsup value
/ Mathematical functions
/ Mathematics
/ Multistage game
/ Optimization and Control
/ Probability distribution
/ Repeated games
/ repeated games with signals
/ repeated games with symmetric information
/ Stochastic games
/ Theater
/ uniform value
2016
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Journal Article
ON VALUES OF REPEATED GAMES WITH SIGNALS
2016
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Overview
We study the existence of different notions of value in two-person zerosum 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 Borei payoff function if the players observe a public signal including the actions played. We also prove two other positive results without assumptions on the signaling structure: the existence of the sup value in any game and the existence of the uniform value in recursive games with nonnegative payoffs.
Publisher
Institute of Mathematical Statistics,Institute of Mathematical Statistics (IMS),The Institute of Mathematical Statistics
Subject
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