The Maxmin Value of Repeated Games with Incomplete Information on One Side and Tail-Measurable Payoffs
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2025
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866909937888657408 |
|---|---|
| author | Koltun, Gil Bar Castellon Lehrer, Ehud Solan, Eilon |
| author_facet | Koltun, Gil Bar Castellon Lehrer, Ehud Solan, Eilon |
| contents | We study two-player zero-sum repeated games with incomplete information on one side, where the payoff function is tail measurable (and not necessarily the long-run average payoff). We show that the maxmin value equals the concavification of the value function of the non-revealing game. In addition, we provide an example demonstrating that, under tail-measurable payoffs, the value of the game may fail to exist. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_01581 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | The Maxmin Value of Repeated Games with Incomplete Information on One Side and Tail-Measurable Payoffs Koltun, Gil Bar Castellon Lehrer, Ehud Solan, Eilon Optimization and Control 91A05, 91A10, 91A20, 91A27 We study two-player zero-sum repeated games with incomplete information on one side, where the payoff function is tail measurable (and not necessarily the long-run average payoff). We show that the maxmin value equals the concavification of the value function of the non-revealing game. In addition, we provide an example demonstrating that, under tail-measurable payoffs, the value of the game may fail to exist. |
| title | The Maxmin Value of Repeated Games with Incomplete Information on One Side and Tail-Measurable Payoffs |
| topic | Optimization and Control 91A05, 91A10, 91A20, 91A27 |
| url | https://arxiv.org/abs/2512.01581 |