A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games
نویسندگان
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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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 50 شماره
صفحات -
تاریخ انتشار 2012