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

We 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.

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Year of publication:	2012
Authors:	Cardaliaguet, Pierre ; Laraki, Rida ; Sorin, Sylvain
Institutions:	Université Paris-Dauphine (Paris IX)
Subject:	Asymptotic Value \| Continuous Time \| repeated games \| viscosity solution

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Series:	Economics Papers from University Paris Dauphine.
Type of publication:	Book / Working Paper
Notes:	Published in SIAM Journal on Control and Optimization, 2012, Vol. 50, no. 3. pp. 1573-1596.Length: 23 pages
Classification:	D8 - Information and Uncertainty ; C78 - Bargaining Theory; Matching Theory ; C7 - Game Theory and Bargaining Theory ; C73 - Stochastic and Dynamic Games ; D82 - Asymmetric and Private Information
Source:	RePEc - Research Papers in Economics

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