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

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

Nous nous intéressons à la valeur asymptotique dans les jeux stochastiques à somme nulle avec une évaluation générale de la suite des paiements d'étapes. Nous montrons l'existence de la valeur asymptotique dans un sens robuste dans les jeux répétés à information incomplète, les jeux de splitting et les jeux absorbants. La technique de preuve consiste (1) à plonger le jeu répété en temps discret...

A TRANSITION FROM TWO-PERSON ZERO-SUM GAMES TO COOPERATIVE GAMES WITH FUZZY PAYOFFS

In this paper, we deal with games with fuzzy payoffs. We proved that players who are playing a zero-sum game with fuzzy payoffs against Nature are able to increase their joint payoff, and hence their individual payoffs by cooperating. It is shown that, a cooperative game with the fuzzy characteristic function can be constructed via the optimal game values of the zero-sum games with fuzzy payoff...

Solving two-person zero-sum repeated games of incomplete information

In repeated games with incomplete information, rational agents must carefully weigh the tradeoffs of advantageously exploiting their information to achieve a short-term gain versus carefully concealing their information so as not to give up a long-term informed advantage. The theory of infinitelyrepeated two-player zero-sum games with incomplete information has been carefully studied, beginning...

Zero-Sum Two Person Games

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

We give new proofs of existence of the limit of the discounted values for two person zero-sum games in the following frameworks: incomplete information, absorbing, recursive. The idea of these new proofs is to use some comparison criteria. AMS Classification: 91A15, 91A20, 49J40, 47J20