The value of Repeated Games with an informed controller

Jérôme Renault (1)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

We consider a general model of repeated games with an informed player who moreover controls the transitions, and prove the existence of the uniform value. A preliminary existence result is obtained for a certain class of stochastic games played with pure strategies.

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

Domaines: Optimisation et contrôle [math.OC]

Jérôme Renault. The value of Repeated Games with an informed controller. 2008. ⟨hal-00266378v1⟩