Article ID: | iaor2012795 |
Volume: | 37 |
Issue: | 1 |
Start Page Number: | 154 |
End Page Number: | 179 |
Publication Date: | Feb 2012 |
Journal: | Mathematics of Operations Research |
Authors: | Renault Jrme |
Keywords: | stochastic processes |
We consider the general model of zero‐sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the