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The value of repeated games with an informed controller

Renault, Jérôme (2009), The value of repeated games with an informed controller, 3rd World Congress of the Game Theory Society (GAMES 2008), 2008-07, Evanston (Il), Etats-Unis

Type
Communication / Conférence
External document link
http://hal.archives-ouvertes.fr/hal-00266378/fr/
Date
2009
Conference title
3rd World Congress of the Game Theory Society (GAMES 2008)
Conference date
2008-07
Conference city
Evanston (Il)
Conference country
Etats-Unis
Pages
35
Metadata
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Author(s)
Renault, Jérôme
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.
Subjects / Keywords
Wasserstein distance; Choquet order; single controller; Repeated games; uniform value; incomplete information; stochastic games
JEL
C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games
D81 - Criteria for Decision-Making under Risk and Uncertainty

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