Extensions of the Cav(u) theorem for repeated games with one-sided information

This work is devoted to extend several asymptotic results concerning repeated games with incomplete information on one side. The model we consider is a generalization of the classical model of Aumann and Maschler to infi nite action spaces and partial information. We prove an extension of the classical "Cav(u)" Theorem in this model for both the lower and upper value functions using two di fferent methods: respectively a probabilistic method based on martingales and a functional one based on approximation schemes for viscosity solutions of Hamilton Jacobi equations. Our results also imply the existence of the uniform value whenever the value of the non-revealing game exists.

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Field Value
Source ISSN: 0364-765X
Author Gensbittel, Fabien
Maintainer CCSD
Last Updated October 30, 2026, 12:13 (UTC)
Created October 30, 2026, 12:13 (UTC)
Identifier hal-00745575
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Groupe de recherche en économie mathématique et quantitative (GREMAQ) ; Université Toulouse Capitole (UT Capitole) ; Communauté d'universités et établissements de Toulouse (Comue de Toulouse)-Communauté d'universités et établissements de Toulouse (Comue de Toulouse)-Institut National de la Recherche Agronomique (INRA)-École des hautes études en sciences sociales (EHESS)-Centre National de la Recherche Scientifique (CNRS)
creator Gensbittel, Fabien
date 2015-10-30T00:00:00
harvest_object_id b9ed6920-a5cf-4708-b347-5cc6ef29195e
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-23T00:00:00
relation info:eu-repo/semantics/altIdentifier/doi/10.1287/moor.2014.0658
set_spec type:ART