Dynamical analysis of a repeated game with incomplete information

DOI10.1287/MOOR.2016.0839MaRDI QIDQ4595957zbMATH OpenOpenAlexFDO

Authors Xavier Bressaud, Anthony Quas

Publication date 7 December 2017

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.1385

zbMATH Keywords

optimal strategyrepeated game

Mathematics Subject Classification ID

Multistage and repeated games (91A20)

Abstract: We study a two player repeated zero-sum game with asymmetric information introduced by Renault in which the underlying state of the game undergoes Markov evolution (parameterized by a transition probability $frac12leple1$). H"orner, Rosenberg, Solan and Vieille identified an optimal strategy, $sigm{a}^{\ast }$ for the informed player for $p$ in the range $[frac12,frac23]$. We extend the range on which $sigm{a}^{\ast }$ is proved to be optimal to about $[frac12,0.719]$ and prove that it fails to be optimal at a value around 0.7328. Our techniques make use of tools from dynamical systems, specifically the notion of pressure, introduced by D. Ruelle.

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