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.

Diskussionspapier | Veröffentlicht | Englisch
 
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Abstract / Bemerkung
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.
Stichworte
Repeated games; Public Perfect Equilibrium; Martingale Representation
Erscheinungsjahr
2014
Serientitel
Center for Mathematical Economics Working Papers
Band
526
Seite(n)
17
ISSN
0931-6558
Page URI
https://pub.uni-bielefeld.de/record/2901671

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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, Mathias. 2014. On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes. Vol. 526. Center for Mathematical Economics Working Papers. 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.
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2019-09-06T09:18:36Z
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