Detailed view

Article in peer-reviewed journal

Journal of Optimization Theory and Applications (2013) to appear

Attached file list to this document:

PDF SySGVI.7.pdf(175.9 KB) PS SySGVI.7.ps(620.3 KB)

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

Sylvain Sorin1, 2, Guillaume Vigeral3

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.

1:	Department of Economics, Ecole Polytechnique
2:	C&O - Equipe combinatoire et optimisation
3:	CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

Keyword(s) : stochastic games – repeated games – incomplete information – asymptotic value – comparison principle – variational inequalities

hal-00661844, version 1

http://hal.archives-ouvertes.fr/hal-00661844

oai:hal.archives-ouvertes.fr:hal-00661844

From: Guillaume Vigeral <>

Submitted on: Friday, 20 January 2012 17:32:08

Updated on: Thursday, 17 January 2013 18:24:30