A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games | Zendy

Pierre Cardaliaguet | Zendy; Rida Laraki | Zendy; Sylvain Sorin | Zendy

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A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games

Author(s) -

Pierre Cardaliaguet,

Rida Laraki,

Sylvain Sorin

Publication year - 2012

Publication title -

siam journal on control and optimization

Language(s) - French

Resource type - Journals

SCImago Journal Rank - 1.486

H-Index - 116

eISSN - 1095-7138

pISSN - 0363-0129

DOI - 10.1137/110839473

Subject(s) - mathematics , repeated game , zero (linguistics) , zero sum game , example of a game without a value , embedding , value (mathematics) , discrete time and continuous time , combinatorial game theory , mathematical economics , game theory , computer science , statistics , philosophy , linguistics , artificial intelligence

International audienceWe consider the asymptotic value of two person zero sum repeated games with general evaluations of the stream of stage payoffs. We show existence for incomplete information games, splitting games and absorbing games. The technique of proof consists in embedding the discrete repeated game into a continuous time one and to use viscosity solution tools.Nous nous intéressons à la valeur asymptotique dans les jeux répétés à somme nulle avec une évaluation générale de la suite des paiements d'étapes. Nous montrons l'existence de la valeur asymptotique dans un sens robuste dans les jeux répétés à information incomplète, les jeux de splitting et les jeux absorbants. La technique de preuve consiste (1) à plonger le jeu répété en temps discret dans un jeu en temps continu et (2) à utiliser les solutions de viscosité

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