A continuous time approach for the asymptotic value in two-person zero-sum repeated games
type: Item
instance of: scholarly article
zbMATH Open document ID: 1261.91005
DOI: 10.1137/110839473
author: Sylvain Sorin
author: Pierre Cardaliaguet
author: Rida Laraki
published in: SIAM Journal on Control and Optimization
publication date: 2012-09-12T00:00:00Z
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 91A20
Mathematics Subject Classification ID: 93C41
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 58E35
Mathematics Subject Classification ID: 35B51
zbMATH DE Number: 6081264
zbMATH Keywords: zero-sum repeated game
zbMATH Keywords: asymptotic value
zbMATH Keywords: variational inequality
zbMATH Keywords: viscosity solution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1137/110839473
OpenAlex ID: W2128315508
title: A continuous time approach for the asymptotic value in two-person zero-sum repeated games
review text: This authors study the asymptotic value of two-person zero-sum repeated games. The objective is to employ techniques used in continuous-time germs (such as viscosity solution methods) to prove the convergence of the value of the \(n\)-stage games as \(n\to\infty\) and the convergence of the discounted value as the discount factor goes to zero. The keys idea is to embed discrete time repeated game into a continuous time game, and then to formulate variational inequaltities and to use a comparison principle. Three specific classes of games re analyzed: the repeated games with incomplete information, absorbing games and splitting games.
reviewed by: Anna Jaskiewicz
description: scientific article; zbMATH DE number 6081264