Minimizing regret : the general case . ¤ Aldo

نویسنده

  • Aldo Rustichini
چکیده

In repeated games with di®erential information on one side, the labelling \general case" refers to games in which the action of the informed player is not known to the uninformed, who can only observe a signal which is the random outcome of his and his opponent's action. Here we consider the problem of minimizing regret (in the sense ̄rst formulated by Hannan [8]) when the information available is of this type. We give a simple condition describing the approachable set. JEL Classi ̄cation: D81, D82, D83.

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تاریخ انتشار 1998