Determinacy of games with Stochastic Eventual Perfect Monitoring

Arieli, I. and Levy, Y. J. (2015) Determinacy of games with Stochastic Eventual Perfect Monitoring. Games and Economic Behavior, 91, pp. 166-185. (doi: 10.1016/j.geb.2015.04.003)

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 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.

• Item Type: Articles
• Status: Published
• Refereed: Yes
• Glasgow Author(s) Enlighten ID: Levy, Dr John
• Authors: Arieli, I., and Levy, Y. J.
• College/School: College of Social Sciences > Adam Smith Business School > Economics
• Journal Name: Games and Economic Behavior
• Publisher: Elsevier
• ISSN: 0899-8256
• ISSN (Online): 1090-2473
• Published Online: 21 April 2015
• Copyright Holders: Copyright © 2015 Elsevier Inc.
• First Published: First published in Games and Economic Behavior 91:166-185
• Publisher Policy: Reproduced in accordance with the publisher copyright policy