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Determinacy of Games with Stochastic Eventual Perfect Monitoring

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  • Itai Arieliy
  • Yehuda (John) Levy

Abstract

We consider an infinite two-player stochastic zero-sum game with a Borel winning set, in which the opponent's actions are monitored via stochastic private signals. We introduce two conditions of the signalling structure: Stochastic Eventual Perfect Monitoring (SEPM) and Weak Stochastic Eventual Perfect Monitoring (WSEPM). When signals are deterministic these two conditions coincide and by a recent result due to [Shmaya (2011)] entail determinacy of the game. We generalize [Shmaya (2011)]'s result and show that in the stochastic learning environment SEPM implies determinacy while WSEPM does not.

Suggested Citation

  • Itai Arieliy & Yehuda (John) Levy, 2014. "Determinacy of Games with Stochastic Eventual Perfect Monitoring," Discussion Paper Series dp658, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
    • Handle: RePEc:huj:dispap:dp658
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    References listed on IDEAS

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    1. Martin W. Cripps & Jeffrey C. Ely & George J. Mailath & Larry Samuelson, 2008. "Common Learning," Econometrica, Econometric Society, vol. 76(4), pages 909-933, July.
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    More about this item

    JEL classification:

    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
    • D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness

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