On values of repeated games with signals

DOI10.1214/14-AAP1095zbMATH Open1332.91023arXiv1406.4248MaRDI QIDQ259588FDOQ259588

Hugo Gimbert, Xavier Venel, Wiesław Zielonka, Jérôme Renault, Sylvain Sorin

Publication date: 11 March 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

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 $sup$ value in any game and the existence of the uniform value in recursive games with nonnegative payoffs.

Full work available at URL: https://arxiv.org/abs/1406.4248

zbMATH Keywords

Borelian evaluationlimsup valuemultistage gamerepeated games with signalsrepeated games with symmetric informationuniform value

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) 2-person games (91A05) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

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Cited In (10)

• Zero-sum stochastic games with random rules of priority, discrete linear-quadratic model
• Hidden stochastic games and limit equilibrium payoffs
• Repeated games with asynchronous monitoring of an imperfect signal
• Repeated signaling games
• Approximate efficiency in repeated games with side-payments and correlated signals
• Deciding Maxmin Reachability in Half-Blind Stochastic Games
• Repeated Games with Incomplete Information
• 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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