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| HAL: hal-00661844, version 1 |
| DOI: 10.1007/s10957-012-0193-4 |
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| Journal of Optimization Theory and Applications (2013) to appear |
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| Existence of the limit value of two person zero-sum discounted repeated games via comparison theorems |
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| Sylvain Sorin 1, 2Guillaume Vigeral 3 |
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| (2013-05) |
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| 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. |
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| 1: | Department of Economics, Ecole Polytechnique |
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CNRS : UMR7176 – Polytechnique - X |
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| 2: | Equipe combinatoire et optimisation (C&O) |
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Université Pierre et Marie Curie [UPMC] - Paris VI – CNRS : FRE3232 |
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| 3: | CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) |
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CNRS : UMR7534 – Université Paris IX - Paris Dauphine |
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| Subject | : | Mathematics/Optimization and Control |
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| stochastic games – repeated games – incomplete information – asymptotic value – comparison principle – variational inequalities |
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| 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 | |
