On values of repeated games with signals

We study the existence of different notions of value in two-person zero-sum repeated games where the state evolves and players receive signals. We provide some examples showing that the limsup value (and the uniform value) may not exist in general. Then we show the existence of the value for any Borel payoff function if the players observe a public signal including the actions played. We also prove two other positive results without assumptions on the signaling structure: the existence of the $\sup$ value in any game and the existence of the uniform value in recursive games with nonnegative payoffs.Comment: Published at http://dx.doi.org/10.1214/14-AAP1095 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

A Tauberian theorem for nonexpansive operators and applications to zero-sum stochastic games

We prove a Tauberian theorem for nonexpansive operators, and apply it to the model of zero-sum stochastic game. Under mild assumptions, we prove that the value of the lambda-discounted game v_{lambda} converges uniformly when lambda goes to 0 if and only if the value of the n-stage game v_n converges uniformly when n goes to infinity. This generalizes the Tauberian theorem of Lehrer and Sorin (1992) to the two-player zero-sum case. We also provide the first example of a stochastic game with public signals on the state and perfect observation of actions, with finite state space, signal sets and action sets, in which for some initial state k_1 known by both players, (v_{lambda}(k_1)) and (v_n(k_1)) converge to distinct limits

Recursive games: Uniform value, Tauberian theorem and the Mertens conjecture "Maxmin=lim⁡vn=lim⁡vλMaxmin=\lim v_n=\lim v_\lambda"

We study two-player zero-sum recursive games with a countable state space and finite action spaces at each state. When the family of $n$-stage values $\{v_n,n\geq 1\}$ is totally bounded for the uniform norm, we prove the existence of the uniform value. Together with a result in Rosenberg and Vieille (2000), we obtain a uniform Tauberian theorem for recursive games: $(v_n)$ converges uniformly if and only if $(v_\lambda)$ converges uniformly. We apply our main result to finite recursive games with signals (where players observe only signals on the state and on past actions). When the maximizer is more informed than the minimizer, we prove the Mertens conjecture $Maxmin=\lim_{n\to\infty} v_n=\lim_{\lambda\to 0}v_\lambda$. Finally, we deduce the existence of the uniform value in finite recursive game with symmetric information.Comment: 32 page

Near-Optimal Deviation-Proof Medium Access Control Designs in Wireless Networks

Distributed medium access control (MAC) protocols are essential for the proliferation of low cost, decentralized wireless local area networks (WLANs). Most MAC protocols are designed with the presumption that nodes comply with prescribed rules. However, selfish nodes have natural motives to manipulate protocols in order to improve their own performance. This often degrades the performance of other nodes as well as that of the overall system. In this work, we propose a class of protocols that limit the performance gain which nodes can obtain through selfish manipulation while incurring only a small efficiency loss. The proposed protocols are based on the idea of a review strategy, with which nodes collect signals about the actions of other nodes over a period of time, use a statistical test to infer whether or not other nodes are following the prescribed protocol, and trigger a punishment if a departure from the protocol is perceived. We consider the cases of private and public signals and provide analytical and numerical results to demonstrate the properties of the proposed protocols.Comment: 14 double-column pages, submitted to ACM/IEEE Trans Networkin

The value of Repeated Games with an informed controller

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform value, generalizing several results of the literature. A preliminary existence result is obtained for a certain class of stochastic games played with pure strategies