Abstract: We study the existence of different notions of value in two-person zero-sum repeated games where the state evolves and players receive signals. We provide some examples showing that the limsup value (and the uniform value) may not exist in general. Then we show the existence of the value for any Borel payoff function if the players observe a public signal including the actions played. We also prove two other positive results without assumptions on the signaling structure: the existence of the value in any game and the existence of the uniform value in recursive games with nonnegative payoffs.
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Cited in
(16)- On repeated games without a recursive structure: Existence of \(\lim v_ n\)
- Repeated games with absorbing states and no signals
- A note on repeated games with non-monotonic value
- Simplifying optimal strategies in \(\limsup\) and \(\liminf\) stochastic games
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- scientific article; zbMATH DE number 1841907 (Why is no real title available?)
- Existence of the uniform value in zero-sum repeated games with a more informed controller
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- scientific article; zbMATH DE number 2202818 (Why is no real title available?)
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