Dynamical Analysis of a Repeated Game with Incomplete Information
نویسندگان
چکیده
منابع مشابه
The Robustness of Repeated Game Equilibria to Incomplete Payoff Information
We analyse the role of mixed strategies in repeated (and other dynamic) games where players have private information about past events. History-dependent mixed strategies require a player to play distinct continuation strategies σ and σ′ at information sest ω and ω′ respectively, although the player the player is indifferent between these strategies at both information sets. Such equilibria are...
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We consider an example of a Markov game with lack of information on one side, that was first introduced by Renault (2002). We compute both the value and optimal strategies for a range of parameter values. ∗MEDS Department, Kellogg School of Management, Northwestern University, and Département Finance et Economie, HEC, 1, rue de la Libération, 78 351 Jouy-en-Josas, France. e-mail: j-horner@kello...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2017
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2016.0839