The value of Repeated Games with an informed controller

Jérôme Renault (1, 2)

1 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
2 X-DEP-ECO - Département d'Économie de l'École Polytechnique

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform value, generalizing several results of the literature. A preliminary existence result is obtained for a certain class of stochastic games played with pure strategies.

Mots clés: Wasserstein distance; Repeated games; stochastic games; uniform value; incomplete information; single controller; Choquet order; Wasserstein distance.

Domaines: Optimisation et contrôle [math.OC]

Jérôme Renault. The value of Repeated Games with an informed controller. 2008. ⟨hal-00266378v2⟩