Arbeitspapier
On Repeated Games with Imperfect Public Monitoring: Characterization of Continuation Payoff Processes
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.
- Language
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Englisch
- Bibliographic citation
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Series: Center for Mathematical Economics Working Papers ; No. 526
- Classification
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Wirtschaft
- Subject
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repeated games
public perfect equilibrium
martingale representation
- Event
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Geistige Schöpfung
- (who)
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Staudigl, Mathias
- Event
-
Veröffentlichung
- (who)
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Bielefeld University, Center for Mathematical Economics (IMW)
- (where)
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Bielefeld
- (when)
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2014
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Staudigl, Mathias
- Bielefeld University, Center for Mathematical Economics (IMW)
Time of origin
- 2014
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