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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.

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Bibliographic Info

Paper provided by The Center for the Study of Rationality, Hebrew University, Jerusalem in its series Discussion Paper Series with number dp658.

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Length: 27 pages
Date of creation: Jan 2014
Date of revision:
Handle: RePEc:huj:dispap:dp658

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