Repeated games with asymmetric information modeling financial markets with two risky assets

DOI10.1051/RO/2013037MaRDI QIDQ5397697zbMATH OpenOpenAlexFDO

Authors Viktor K. Domanskiĭ, Victoria L. Kreps

Publication date 24 February 2014

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/0eebdf9eaa67679860fe722b14ced643807e634d

zbMATH Keywords

asymmetric informationmultistage bidding modelrandom walkrepeated game

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Multistage and repeated games (91A20) Auctions, bargaining, bidding and selling, and other market models (91B26) Financial applications of other theories (91G80)

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• Bidding models and repeated games with incomplete information: a survey
• Repeated games with asymmetric information and random price fluctuations at finance markets
• On repeated zero-sum games with incomplete information and asymptotically bounded values
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• scientific article; zbMATH DE number 1006852 (Why is no real title available?)
• Information sharing for competing supply chains with demand disruption
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