A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games

Sylvain Sorin (1, 2) , Pierre Cardaliaguet (3) , Rida Laraki (2)

1 C&O - Equipe combinatoire et optimisation
2 X-DEP-ECO - Département d'Économie de l'École Polytechnique
3 LM - Laboratoire de mathématiques de Brest

1 Introduction: Shapley 2 Extensions of the Shapley operator : general repeated games 3 Extensions of the Shapley operator : general evaluation 4 Asymptotic analysis: the main results 5 Asymptotic analysis - the discounted case: games with incomplete information 6 Asymptotic analysis - the continuous approach: games with incomplete information 7 Asymptotic analysis - the continuous approach: extensions

Domains: Optimization and Control [math.OC]

Sylvain Sorin, Pierre Cardaliaguet, Rida Laraki. A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games. SADCO Kick off, Mar 2011, Paris, France. ⟨inria-00585695⟩