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Zero-sum Dynamic Games and a Stochastic Variation of Ramsey Theorem

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  • Ehud Lehrer
  • Eilon Solan

Abstract

We show how a stochastic variation of a Ramsey's theorem can be used to prove the existence of the value, and to construct [var epsilon]-optimal strategies, in two-player zero-sum dynamic games that have certain properties.
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Suggested Citation

  • Ehud Lehrer & Eilon Solan, 2003. "Zero-sum Dynamic Games and a Stochastic Variation of Ramsey Theorem," Discussion Papers 1375, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  • Handle: RePEc:nwu:cmsems:1375
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    File URL: http://www.kellogg.northwestern.edu/research/math/papers/1375.pdf
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    References listed on IDEAS

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    1. A. Maitra & W. Sudderth, 1998. "Finitely additive stochastic games with Borel measurable payoffs," International Journal of Game Theory, Springer;Game Theory Society, vol. 27(2), pages 257-267.
    2. Aumann, Robert J. & Heifetz, Aviad, 2002. "Incomplete information," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.),Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 43, pages 1665-1686, Elsevier.
    3. Mertens, Jean-Francois, 2002. "Stochastic games," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.),Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 47, pages 1809-1832, Elsevier.
    4. Nowak, Andrzej S. & Szajowski, Krzysztof, 1998. "Nonzero-sum Stochastic Games," MPRA Paper 19995, University Library of Munich, Germany, revised 1999.
    5. Robert J. Aumann, 1995. "Repeated Games with Incomplete Information," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262011476, December.
    6. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 1999. "Stopping Games with Randomized Strategies," Discussion Papers 1258, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    7. Touzi, N. & Vieille, N., 1999. "Continuous-Time Dynkin Games with Mixed Strategies," Papiers d'Economie Mathématique et Applications 1999.112, Université Panthéon-Sorbonne (Paris 1).
    8. Eran Shmaya & Eilon Solan, 2002. "Two Player Non Zero-Sum Stopping Games in Discrete Time," Discussion Papers 1347, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    9. Abraham Neyman & Sylvain Sorin, 2010. "Repeated games with public uncertain duration process," International Journal of Game Theory, Springer;Game Theory Society, vol. 39(1), pages 29-52, March.
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    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications,, Elsevier.

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