Zero-sum repeated games: counterexamples to the existence of the asymptotic value and the conjecture \({\max}{\min}=\lim v_{n}\)

DOI10.1214/14-AOP997zbMath1344.91006arXiv1305.4778OpenAlexW2301305374WikidataQ123155597 ScholiaQ123155597MaRDI QIDQ282504

Bruno Ziliotto

Publication date: 12 May 2016

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

Full work available at URL: https://arxiv.org/abs/1305.4778

zbMATH Keywords

repeated gamesymmetric informationstochastic game

Mathematics Subject Classification ID

2-person games (91A05) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

Related Items (21)

Recursive games: uniform value, Tauberian theorem and the Mertens conjecture ``\(\mathrm{Maxmin}=\lim v_n=\lim v_\lambda\) ⋮ Operator approach to values of stochastic games with varying stage duration ⋮ Approachability of convex sets in generalized quitting games ⋮ Tauberian theorems for general iterations of operators: applications to zero-sum stochastic games ⋮ Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians ⋮ Value‐based distance between information structures ⋮ Hidden stochastic games and limit equilibrium payoffs ⋮ Repeated Games with Incomplete Information ⋮ Stochastic Games ⋮ Unique ergodicity of deterministic zero-sum differential games ⋮ Regularity of dynamic opinion games ⋮ Dynamic competition over social networks ⋮ An accretive operator approach to ergodic zero-sum stochastic games ⋮ Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration ⋮ Acyclic Gambling Games ⋮ Convergence of the solutions of the discounted Hamilton-Jacobi equation: a counterexample ⋮ Communicating zero-sum product stochastic games ⋮ A Tauberian Theorem for Nonexpansive Operators and Applications to Zero-Sum Stochastic Games ⋮ Constant payoff in zero-sum stochastic games ⋮ Limit optimal trajectories in zero-sum stochastic games ⋮ Reversibility and oscillations in zero-sum discounted stochastic games

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