An operator approach to zero-sum repeated games

Citation
D. Rosenberg et S. Sorin, An operator approach to zero-sum repeated games, ISR J MATH, 121, 2001, pp. 221-246
Citations number
19
Categorie Soggetti
Mathematics
Journal title
ISRAEL JOURNAL OF MATHEMATICS
ISSN journal
00212172 → ACNP
Volume
121
Year of publication
2001
Pages
221 - 246
Database
ISI
SICI code
0021-2172(2001)121:<221:AOATZR>2.0.ZU;2-7
Abstract
We consider two person zero-sum stochastic games. The recursive formula for the values nu (lambda) (resp. nu (n)) of the discounted (resp. finitely re peated) version can be written in terms of a single basic operator Phi(alph a, f) where alpha is the weight on the present payoff and f the future payo ff. We give sufficient conditions in terms of Phi(alpha, f) and its derivat ive at 0 for lim v(n) and lim nu (lambda) to exist and to be equal. We apply these results to obtain such convergence properties for absorbing games with compact action spaces and incomplete information games.