A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games

Sylvain Sorin; Pierre Cardaliaguet; Rida Laraki

inria-00585695, version 1

A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games

Sylvain Sorin () ^1, 2, Pierre Cardaliaguet () ³, Rida Laraki () ²

SADCO Kick off (2011)

Abstract: 1 Introduction: Shapley 2 Extensions of the Shapley operator : general repeated games 3 Extensions of the Shapley operator : general evaluation 4 Asymptotic analysis: the main results 5 Asymptotic analysis - the discounted case: games with incomplete information 6 Asymptotic analysis - the continuous approach: games with incomplete information 7 Asymptotic analysis - the continuous approach: extensions

1: Equipe combinatoire et optimisation
CNRS : UMR7090 – Université Pierre et Marie Curie [UPMC] - Paris VI
2: Department of Economics, Ecole Polytechnique
CNRS : UMR7176 – Polytechnique - X
3: Laboratoire de mathématiques de Brest (LM)
CNRS : UMR6205 – Université de Bretagne Occidentale [UBO] – Institut Supérieur des Sciences et Technologies de Brest (ISSTB)

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From: Estelle Bouzat <>
Submitted on: Thursday, 14 April 2011 19:04:55
Updated on: Friday, 15 April 2011 13:44:58

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A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games

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