Repeated Bidding Games with Incomplete Information and Bounded Values: On the Exponential Speed of Convergence

DOI10.1142/S0219198916500171zbMath1409.91035WikidataQ115523122 ScholiaQ115523122MaRDI QIDQ2979995

Marina S. Sandomirskaia

Publication date: 27 April 2017

Published in: International Game Theory Review (Search for Journal in Brave)

zbMATH Keywords

repeated game with incomplete informationepsilon-optimal strategybidding gamesdisclosure of inside informationsimple random walk with absorption

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Multistage and repeated games (91A20)

Related Items (3)

On repeated zero-sum games with incomplete information and asymptotically bounded values ⋮ Bidding models and repeated games with incomplete information: a survey ⋮ Unnamed Item

Cites Work

• On the strategic origin of Brownian motion in finance
• Repeated games simulating exchange auction and recursive sequences
• Repeated games with asymmetric information and random price fluctuations at finance markets
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