Citation:
Itai Arieliy, Y. (J. ) L. . (2014). Determinacy of Games with Stochastic Eventual Perfect Monitoring. Discussion Papers. presented at the 1. Retrieved from /files/dp658.pdf
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 (2011)]'s result and show that in the stochastic learning environment SEPM implies determinacy while WSEPM does not.