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

DOI10.1137/110839473zbMath1261.91005OpenAlexW2128315508MaRDI QIDQ2910916

Sylvain Sorin, Rida Laraki, Pierre Cardaliaguet

Publication date: 12 September 2012

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110839473

zbMATH Keywords

variational inequalityviscosity solutionasymptotic valuezero-sum repeated game

Mathematics Subject Classification ID

Variational inequalities (49J40) Control/observation systems with incomplete information (93C41) Stochastic games, stochastic differential games (91A15) Variational inequalities (global problems) in infinite-dimensional spaces (58E35) Multistage and repeated games (91A20) Comparison principles in context of PDEs (35B51)

Related Items (18)

Continuous-time limit of dynamic games with incomplete information and a more informed player ⋮ General limit value in zero-sum stochastic games ⋮ The splitting game: value and optimal strategies ⋮ A two-player zero-sum game where only one player observes a Brownian motion ⋮ The Value of Markov Chain Games with Incomplete Information on Both Sides ⋮ A zero-sum stochastic game with compact action sets and no asymptotic value ⋮ Games with incomplete information in continuous time and for continuous types ⋮ Asymptotically optimal strategies in repeated games with incomplete information and vanishing weights ⋮ A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides ⋮ Preface: Special issue in honor of the 60th birthday of Sylvain Sorin ⋮ Repeated Games with Incomplete Information ⋮ A differential game on Wasserstein space. Application to weak approachability with partial monitoring ⋮ Asymptotic value in frequency-dependent games with separable payoffs: a differential approach ⋮ Markov Games with Frequent Actions and Incomplete Information—The Limit Case ⋮ Differential games with asymmetric and correlated information ⋮ Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration ⋮ Limit optimal trajectories in zero-sum stochastic games ⋮ Extensions of the Cav(u) Theorem for Repeated Games with Incomplete Information on One Side

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