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

Sylvain Sorin (1, 2) , Guillaume Vigeral (3)

1 X-DEP-ECO - Département d'Économie de l'École Polytechnique
2 C&O - Equipe combinatoire et optimisation
3 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

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.

Mots clés: stochastic games; repeated games; incomplete information; asymptotic value; comparison principle; variational inequalities

Domaines: Optimisation et contrôle [math.OC]

Sylvain Sorin, Guillaume Vigeral. Existence of the limit value of two person zero-sum discounted repeated games via comparison theorems. Journal of Optimization Theory and Applications, 2013, 157 (2), pp.564-576. ⟨10.1007/s10957-012-0193-4⟩. ⟨hal-00661844⟩