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

We consider the asymptotic value of two person zero sum repeated games with general evaluations of the stream of stage payoffs. We show existence for incomplete information games, splitting games and absorbing games. The technique of proof consists in embedding the discrete repeated game into a continuous time one and to use viscosity solution tools.

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Year of publication:	2012
Authors:	Cardaliaguet, Pierre ; Laraki, Rida ; Sorin, Sylvain
Institutions:	HAL

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00609476 Published, SIAM Journal on Control and Optimization, 2012, 50, 1573-1596
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010898806