On repeated games with imperfect public monitoring: from discrete to continuous time

DOI10.3934/JDG.2017001zbMATH Open1354.91018OpenAlexW3124166736MaRDI QIDQ501748FDOQ501748

Authors: Jan-Henrik Steg, Mathias Staudigl 

Publication date: 10 January 2017

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2017001

Recommendations

• scientific article
• Games with Imperfectly Observable Actions in Continuous Time
• Continuous Time Repeated Games
• Repeated games in continuous time as extensive form games
• Extensive Form Games in Continuous Time: Pure Strategies

zbMATH Keywords

weak convergencecontinuous-time game theoryperfect-public equilibrium

Mathematics Subject Classification ID

Random measures (60G57) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20) Discrete-time games (91A50)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Weak convergence methods and singularly perturbed stochastic control and filtering problems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Continuous-time limit of dynamic games with incomplete information and a more informed player
• Extensive Form Games in Continuous Time: Pure Strategies
• Numerical Approximations for Nonzero-Sum Stochastic Differential Games
• Stochastic games with short-stage duration
• Toward a Theory of Discounted Repeated Games with Imperfect Monitoring
• The Folk Theorem with Imperfect Public Information
• Compactification methods in the control of degenerate diffusions: existence of an optimal control
• Games with Imperfectly Observable Actions in Continuous Time
• Title not available (Why is that?)
• Trees and extensive forms
• Title not available (Why is that?)
• Fundamentals of stochastic filtering
• The maxmin value of stochastic games with imperfect monitoring
• Contract theory in continuous-time models
• The Role of Information in Repeated Games With Frequent Actions
• A Continuous-Time Version of the Principal–Agent Problem
• Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
• Limit games and limit equilibria
• Aggregation and Linearity in the Provision of Intertemporal Incentives
• Title not available (Why is that?)
• Repeated games with frequent signals
• The first-order approach to the continuous-time principal-agent problem with exponential utility
• Discrete-Time Approximations of the Holmstrom-Milgrom Brownian-Motion Model of Intertemporal Incentive Provision
• Time-average control of martingale problems: Existence of a stationary solution
• The folk theorem with imperfect public information in continuous time
• Title not available (Why is that?)

Cited In (10)

• The use of public randomization in discounted repeated games
• Games with Imperfectly Observable Actions in Continuous Time
• Repeated two-person zero-sum games with unequal discounting and private monitoring
• On the equilibrium payoffs set of two player repeated games with imperfect monitoring
• Accuracy and retaliation in repeated games with imperfect private monitoring: experiments
• Repeated games with almost-public monitoring
• On the limit perfect public equilibrium payoff set in repeated and stochastic games
• Title not available (Why is that?)
• An experimental study of finitely and infinitely repeated linear public goods games
• Repeated games with frequent signals

This page was built for publication: On repeated games with imperfect public monitoring: from discrete to continuous time

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q501748)