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 of embedding the discrete repeated game into a con...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	SIAM journal on control and optimization 2012-01, Vol.50 (3), p.1573-1596
Hauptverfasser:	Cardaliaguet, Pierre, Laraki, Rida, Sorin, Sylvain
Format:	Artikel
Sprache:	eng
Schlagworte:	Economics and Finance Games General Mathematics Humanities and Social Sciences Mathematics Probability Values Viscosity
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!