[工程科技]The value of Repeated Games with an informed controller.pdf

The value of Repeated Games with an informed controller 8 0 J´erˆome Renault∗ 0 2 r 25 mars 2008 a M 3 2 Abstract ] C We consider a general model of repeated games with an informed player who moreover O controls the transitions, and prove the existence of the uniform value. A preliminary . h existence result is obtained for a certain class of stochastic games played with pure t a strategies. m [ Key words. Repeated games, stochastic games, uniform value, incomplete information, 1 single controller, Choquet order, Wasserstein distance. v 5 4 1 Introduction 3 3 . 3 The context of this work is the characterization of zero-sum repeated game 0 models where the uniform value exists. We first consider here general repeated 8 0 games defined with finite sets of states, actions and signals. They contain usual : stochastic games, standard repeated games with incomplete information and also v i games with imperfect monitoring. At each stage the players will play a matrix X r game depending on a parameter called state, this state is partially known and a evolves from stage to stage, and after each stage every player receives some private signal on the current situation. We make two very important hypotheses. We first assume that player 1 is informed, in the sense that he can always deduce the current state and player 2’s signal from his own signal. Secondly, we assu