Determinacy of Games with Stochastic Eventual Perfect Monitoring

27 Pages Posted: 17 Jan 2014

See all articles by Itai Arieli

Itai Arieli

Technion-Israel Institute of Technology

Yehuda Levy

Nuffield College and Department of Economics, University of Oxford

Date Written: January 14, 2014

Abstract

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 identify 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 (2011)'s result and show that in the stochastic learning environment SEPM implies determinacy while WSEPM does not.

Suggested Citation

Arieli, Itai and Levy, Yehuda, Determinacy of Games with Stochastic Eventual Perfect Monitoring (January 14, 2014). Available at SSRN: https://ssrn.com/abstract=2378788 or http://dx.doi.org/10.2139/ssrn.2378788

Itai Arieli (Contact Author)

Technion-Israel Institute of Technology ( email )

Technion City
Haifa 32000, Haifa 32000
Israel

Yehuda Levy

Nuffield College and Department of Economics, University of Oxford ( email )

Mansfield Road
Oxford, Oxfordshire OX1 4AU
United Kingdom

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