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

نویسندگان

  • Pierre Cardaliaguet
  • Rida Laraki
  • Sylvain Sorin
چکیده

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 dans un jeu en temps continu et (2) à utiliser les solutions de viscosités.

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عنوان ژورنال:
  • SIAM J. Control and Optimization

دوره 50  شماره 

صفحات  -

تاریخ انتشار 2012