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

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.

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Year of publication:	2013
Authors:	Vigeral, Guillaume ; Sorin, Sylvain
Institutions:	Université Paris-Dauphine (Paris IX)
Subject:	variational inequalities \| comparison principle \| asymptotic value \| incomplete information \| repeated games \| stochastic games

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Extent:	application/pdf
Series:	Economics Papers from University Paris Dauphine.
Type of publication:	Book / Working Paper
Notes:	Published in Journal of Optimization Theory and Applications, 2013, Vol. 157, no. 2. pp. 564-576.Length: 12 pages
Classification:	C73 - Stochastic and Dynamic Games
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010706592