| Article ID: | iaor2002360 |
| Country: | United States |
| Volume: | 39 |
| Issue: | 1 |
| Start Page Number: | 208 |
| End Page Number: | 225 |
| Publication Date: | Aug 2000 |
| Journal: | SIAM Journal on Control and Optimization |
| Authors: | Rosenberg D. |
We prove the existence of the limit of the values of finitely repeated (or discounted) absorbing games with incomplete information on one side, as the number of repetitions goes to infinity (or the discount factor goes to zero). The main tool is the study of the Shapley operator, for which the value of the lambda-discounted game is a fixed point, and of its derivative with respect to lambda.