On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes

Staudigl M (2014) Center for Mathematical Economics Working Papers; 526.
Bielefeld: Center for Mathematical Economics.

Download
OA 206.07 KB
Working Paper | Published | English
Abstract
This note contains complementary information to the paper Staudigl and Steg (2014). We present a martingale characterization of continuation payoff processes in a class of repeated games with imperfect public monitoring. Our martingale approach allows us to work out a clear connection between the discrete time and continuous time payoff processes. A general proof of convergence is the open issue in this literature, and I strongly belief that the characterization result reported here is the key to solve this problem.
Publishing Year
ISSN
PUB-ID

Cite this

Staudigl M. On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes. Center for Mathematical Economics Working Papers. Vol 526. Bielefeld: Center for Mathematical Economics; 2014.
Staudigl, M. (2014). On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes (Center for Mathematical Economics Working Papers, 526). Bielefeld: Center for Mathematical Economics.
Staudigl, M. (2014). On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes. Center for Mathematical Economics Working Papers, 526, Bielefeld: Center for Mathematical Economics.
Staudigl, M., 2014. On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes, Center for Mathematical Economics Working Papers, no.526, Bielefeld: Center for Mathematical Economics.
M. Staudigl, On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes, Center for Mathematical Economics Working Papers, vol. 526, Bielefeld: Center for Mathematical Economics, 2014.
Staudigl, M.: On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes. Center for Mathematical Economics Working Papers, 526. Center for Mathematical Economics, Bielefeld (2014).
Staudigl, Mathias. On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes. Bielefeld: Center for Mathematical Economics, 2014. Center for Mathematical Economics Working Papers. 526.
Main File(s)
File Name
Access Level
OA Open Access
Last Uploaded
2016-04-14T14:12:20Z

This data publication is cited in the following publications:
This publication cites the following data publications:

Export

0 Marked Publications

Open Data PUB

Search this title in

Google Scholar