Existence of the limit value of two person zero-sum discounted repeated games via comparison theorems

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Date
2013
Link to item file
http://hal.archives-ouvertes.fr/hal-00661844
Dewey
Probabilités et mathématiques appliquées
Sujet
variational inequalities; comparison principle; asymptotic value; incomplete information; repeated games; stochastic games
JEL code
C73
Journal issue
Journal of Optimization Theory and Applications
Volume
157
Number
2
Publication date
2013
Article pages
564-576
Publisher
Springer
DOI
http://dx.doi.org/10.1007/s10957-012-0193-4
URI
https://basepub.dauphine.fr/handle/123456789/8023
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Author
Vigeral, Guillaume
Sorin, Sylvain
Type
Article accepté pour publication ou publié
Abstract (EN)
We give new proofs of existence of the limit of the discounted values for two person zero-sum games in the following frameworks: incomplete information, absorbing, recursive. The idea of these new proofs is to use some comparison criteria.