Existence of the Limit Value of Two Person Zero‐Sum Discounted Repeated Games via Comparison Theorems

Existence of the Limit Value of Two Person Zero‐Sum Discounted Repeated Games via Comparison Theorems

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Article ID: iaor20132847
Volume: 157
Issue: 2
Start Page Number: 564
End Page Number: 576
Publication Date: May 2013
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: optimization
Abstract:

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

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