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Existence of the Limit Value of Two Person Zero-Sum Discounted Repeated Games via Comparison Theorems

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Abstract

We give new proofs of existence of the limit of the discounted values for two person zero-sum games in the three following frameworks: absorbing, recursive, incomplete information. The idea of these new proofs is to use some comparison criteria.

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Acknowledgements

The research of the first author was supported by grant ANR-08-BLAN- 0294-01 (France). The research of the second author was supported by grant ANR-10-BLAN 0112 (France).

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Authors and Affiliations

  1. Combinatoire et Optimisation, IMJ, CNRS UMR 7586, Faculté de Mathématiques, Université P. et M. Curie Paris 6, Tour 15-16, 1er etage, 4 Place Jussieu, 75005, Paris, France

    Sylvain Sorin

  2. Laboratoire d’Econométrie, Ecole Polytechnique, Palaiseau, France

    Sylvain Sorin

  3. CEREMADE, Université Paris-Dauphine, Place du Maréchal De Lattre de Tassigny, 75775, Paris Cedex 16, France

    Guillaume Vigeral

Authors
  1. Sylvain Sorin
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  2. Guillaume Vigeral
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Correspondence to Guillaume Vigeral.

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Communicated by Irinel Chiril Dragan.

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Sorin, S., Vigeral, G. Existence of the Limit Value of Two Person Zero-Sum Discounted Repeated Games via Comparison Theorems. J Optim Theory Appl 157, 564–576 (2013). https://doi.org/10.1007/s10957-012-0193-4

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  • DOI: https://doi.org/10.1007/s10957-012-0193-4

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