Israel Journal of Mathematics

, Volume 121, Issue 1, pp 221–246 | Cite as

An operator approach to zero-sum repeated games

  • Dinah RosenbergEmail author
  • Sylvain Sorin


We consider two person zero-sum stochastic games. The recursive formula for the valuesvλ (resp.v n) of the discounted (resp. finitely repeated) version can be written in terms of a single basic operator Φ(α,f) where α is the weight on the present payoff andf the future payoff. We give sufficient conditions in terms of Φ(α,f) and its derivative at 0 for limv n and limvλ 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.


Incomplete Information Recursive Formula Stochastic Game Repeat Game Recursive Operator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Hebrew University 2001

Authors and Affiliations

  1. 1.LAGA, Institut GaliléeUniversité Paris 13VilletaneuseFrance
  2. 2.Laboratoire d’EconométrieEcole PolytechniqueParisFrance
  3. 3.MODALX and THEMA, UFR SEGMIUniversité Paris XNanterreFrance

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