Dynamical Analysis of a Repeated Game with Incomplete Information

被引：1

作者：

Bressaud, Xavier ^{[1
]}

Quas, Anthony ^{[2
]}

机构：

[1] Univ Paul Sabatier, Inst Math Toulouse, F-31062 Toulouse, France

[2] Univ Victoria, Dept Math & Stat, Victoria, BC V8W 2Y2, Canada

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 2017年 / 42卷 / 04期

基金：

加拿大自然科学与工程研究理事会;

关键词：

repeated game; optimal strategy;

D O I：

10.1287/moor.2016.0839

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We study a two player repeated zero-sum game with asymmetric information introduced by Renault in which the underlying state of the game undergoes Markov evolution (parameterized by a transition probability, p, in the range 12 to 1). Horner, Rosenberg, Solan and Vieille identified an optimal strategy, sigma* for the informed player for p in the range [1/2, 2/3]. We extend the range on which sigma* is proved to be optimal to about [1/2, 0.719] and prove that it fails to be optimal at a value around 0.7328. Our techniques make use of tools from dynamical systems, specifically the notion of pressure, introduced by D. Ruelle.

引用

页码：1085 / 1105

页数：21

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