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Article Dans Une Revue Journal of Optimization Theory and Applications Année : 2013

Existence of the limit value of two person zero-sum discounted repeated games via comparison theorems

Résumé

We give new proofs of existence of the limit of the discounted values for two person zero-sum games in the following frameworks: incomplete information, absorbing, recursive. The idea of these new proofs is to use some comparison criteria.
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Dates et versions

hal-00661844 , version 1 (20-01-2012)

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Sylvain Sorin, Guillaume Vigeral. Existence of the limit value of two person zero-sum discounted repeated games via comparison theorems. Journal of Optimization Theory and Applications, 2013, 157 (2), pp.564-576. ⟨10.1007/s10957-012-0193-4⟩. ⟨hal-00661844⟩
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