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The value of repeated games with an informed controller

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Date
2009
Link to item file
http://hal.archives-ouvertes.fr/hal-00266378/fr/
Dewey
Probabilités et mathématiques appliquées
Sujet
Wasserstein distance; Choquet order; single controller; Repeated games; uniform value; incomplete information; stochastic games
JEL code
C73; D81
Conference name
3rd World Congress of the Game Theory Society (GAMES 2008)
Conference date
07-2008
Conference city
Evanston (Il)
Conference country
Etats-Unis
URI
https://basepub.dauphine.fr/handle/123456789/6248
Collections
  • CEREMADE : Publications
Metadata
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Author
Renault, Jérôme
Type
Communication / Conférence
Item number of pages
35
Abstract (EN)
We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform value, generalizing several results of the literature. A preliminary existence result is obtained for a certain class of stochastic games played with pure strategies.

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