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Irreversible Games with Incomplete Information: The Asymptotic Value


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  • Rida Laraki

    (Department of Economics, Ecole Polytechnique - CNRS : UMR7176 - Polytechnique - X)

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    Les jeux irréversibles sont des jeux stochastiques où une fois un état est quitté, il n'est plus jamais revisité. Cette classe contient les jeux absorbants. Cet article démontre l'existence et une caractérisation de la valeur asymptotique pour tout jeu irréversible fini à information incomplète des deux côtés. Cela généralise Mertens et Zamir 1971 pour les jeux répétés à information incomplète des deux côtés et Rosenberg 2000 pour les jeux absorbants à information incomplète d'un côté.

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    Bibliographic Info

    Paper provided by HAL in its series Working Papers with number hal-00470326.

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    Date of creation: 06 Apr 2010
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    Handle: RePEc:hal:wpaper:hal-00470326

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    Keywords: Jeux stochastiques; jeux répétés; information incomplète; valeur asymptotique; principe de comparaison; inégalités variationelles;

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