Determinacy of games with Stochastic Eventual Perfect Monitoring

• 成果类型: Article
• 署名作者: Arieli, Itai; Levy, Yehuda John
• 署名单位: Technion Israel Institute of Technology; University of Oxford; University of Oxford; Hebrew University of Jerusalem
• 刊物名称: GAMES AND ECONOMIC BEHAVIOR
• ISSN/ISSBN: 0899-8256
• DOI: 10.1016/j.geb.2015.04.003
• 发表日期: 2015
• 页码: 166-185
• 关键词: Zero-sum stochastic games; Determinacy; Stochastic Eventual Perfect Monitoring

摘要

We consider an infinite two-player stochastic zero-sum game with a Borel winning set, in which the opponent's actions are monitored via stochastic private signals. We introduce two conditions of the signalling structure: Stochastic Eventual Perfect Monitoring (SEPM) and Weak Stochastic Eventual Perfect Monitoring (WSEPM). When signals are deterministic these two conditions coincide and by a recent result due to Shmaya (2011) entail determinacy of the game. We generalize Shmaya's (2011) result and show that in the stochastic learning environment SEPM implies determinacy while WSEPM does not. (C) 2015 Elsevier Inc. All rights reserved.