Subgame-perfect equilibrium outcomes in continuous games of almost perfect information
The author studies a continuous dynamic game \((H_{\infty}, u)\) of almost perfect information defined by the following: There are \(n\) players taking part in the game. At moment \(t=0\) the game starts with a point \(y_0\) from a starting set. Next, in each period \(t=1,2, \ldots\) each player \(i\) chooses independently an action \(y_t^i\), and then the vector \(y_t = (y_t^1,\ldots , y_t^n)\) is the outcome of period \(t\). At each time \(t\), the players perfectly know the outcomes of the previous periods. The outcome \(y\) of the game (the history) is a sequence of the outcomes of all periods, \(y = (y_0, y_1, \ldots)\). Player \(i\)'s preferences are represented by a continuous utility function \(u^i\) transforming the set of all histories to \(R\), and \(u = (u_1, \ldots , u_n)\) is the vector of players' payoffs. It is proved that any such game \((H_{\infty}, u)\) has a subgame-perfect equilibrium when the basic game is extended via a public randomization device.
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