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Repeated games with public uncertain duration process

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  • Abraham Neyman

    ()

  • Sylvain Sorin

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s00182-009-0197-y
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Bibliographic Info

Article provided by Springer in its journal International Journal of Game Theory.

Volume (Year): 39 (2010)
Issue (Month): 1 (March)
Pages: 29-52

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Handle: RePEc:spr:jogath:v:39:y:2010:i:1:p:29-52

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Related research

Keywords: Repeated games; Uncertain duration; Recursive formula; Asymptotic analysis; Stochastic games; Incomplete information;

References

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  1. Mertens, Jean-Francois, 2002. "Stochastic games," Handbook of Game Theory with Economic Applications, Elsevier, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 47, pages 1809-1832 Elsevier.
  2. Robert J. Aumann, 1995. "Repeated Games with Incomplete Information," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262011476, December.
  3. Mertens, J.-F., 1986. "Repeated games," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 1986024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Jean-Francois Mertens & Abraham Neyman & Dinah Rosenberg, 2007. "Absorbing Games with Compact Action Spaces," Discussion Paper Series dp456, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  5. Abraham Neyman, 2002. "Stochastic games: Existence of the MinMax," Discussion Paper Series dp295, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  6. Abraham Neyman, 2009. "The Maximal Variation of Martingales of Probabilities and Repeated Games with Incomplete Information," Discussion Paper Series dp510, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  7. Abraham Neyman, 2009. "The Value Of Two-Person Zero-Sum Repeated Games with Incomplete Information and Uncertain Duration," Discussion Paper Series dp512, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  8. Monderer, Dov & Sorin, Sylvain, 1993. "Asymptotic Properties in Dynamic Programming," International Journal of Game Theory, Springer, Springer, vol. 22(1), pages 1-11.
  9. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2000. "Blackwell Optimality in Markov Decision Processes with Partial Observation," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1292, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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Citations

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Cited by:
  1. Shmaya, Eran & Solan, Eilon, 2004. "Zero-sum dynamic games and a stochastic variation of Ramsey's theorem," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 112(2), pages 319-329, August.
  2. Sylvain Sorin, 2011. "Zero-Sum Repeated Games: Recent Advances and New Links with Differential Games," Dynamic Games and Applications, Springer, vol. 1(1), pages 172-207, March.
  3. Abraham Neyman, 2009. "The Value Of Two-Person Zero-Sum Repeated Games with Incomplete Information and Uncertain Duration," Discussion Paper Series dp512, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  4. Cardaliaguet, Pierre & Laraki, Rida & Sorin, Sylvain, 2012. "A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games," Economics Papers from University Paris Dauphine 123456789/6775, Paris Dauphine University.
  5. Abraham Neyman, 2012. "The value of two-person zero-sum repeated games with incomplete information and uncertain duration," International Journal of Game Theory, Springer, Springer, vol. 41(1), pages 195-207, February.

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