
Advances in zero-sum dynamic games
Laraki, Rida; Sorin, Sylvain (2015), Advances in zero-sum dynamic games, in Young, H. Peyton; Zamir, Shmuel, Handbook of Game Theory with Economic Applications, Elsevier : Amsterdam, p. 27-93. 10.1016/B978-0-444-53766-9.00002-1
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Type
Chapitre d'ouvrageDate
2015Book title
Handbook of Game Theory with Economic ApplicationsBook author
Young, H. Peyton; Zamir, ShmuelPublisher
Elsevier
Published in
Amsterdam
ISBN
978-0444537669
Number of pages
1008Pages
27-93
Publication identifier
Metadata
Show full item recordAuthor(s)
Laraki, Rida
Laboratoire d'analyse et modélisation de systèmes pour l'aide à la décision [LAMSADE]
Sorin, Sylvain
Abstract (EN)
The survey presents recent results in the theory of two-person zero-sum repeated games and their connections with differential and continuous-time games. The emphasis is made on the following(1) A general model allows to deal simultaneously with stochastic and informational aspects.(2) All evaluations of the stage payoffs can be covered in the same framework (and not only the usual Cesàro and Abel means).(3) The model in discrete time can be seen and analyzed as a discretization of a continuous time game. Moreover, tools and ideas from repeated games are very fruitful for continuous time games and vice versa.(4) Numerous important conjectures have been answered (some in the negative).(5) New tools and original models have been proposed. As a consequence, the field (discrete versus continuous time, stochastic versus incomplete information models) has a much more unified structure, and research is extremely active.Subjects / Keywords
repeated; stochastic and differential games; discrete and continuous time; Shapley operator; incomplete information; imperfect monitoring; asymptotic and uniform value; dual game; weak and strong approachabilityRelated items
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