Arbeitspapier
On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time
Motivated by recent path-breaking contributions in the theory of repeated games in continuous time, this paper presents a family of discrete-time games which provides a consistent discrete-time approximation of the continuous-time limit game. Using probabilistic arguments, we prove that continuous-time games can be defined as the limit of a sequence of discrete-time games. Our convergence analysis reveals various intricacies of continuous-time games. First, we demonstrate the importance of correlated strategies in continuous-time. Second, we attach a precise meaning to the statement that a sequence of discrete-time games can be used to approximate a continuous-time game.
- Sprache
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Englisch
- Erschienen in
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Series: Center for Mathematical Economics Working Papers ; No. 525
- Klassifikation
-
Wirtschaft
- Thema
-
continuous-time game theory
stochastic optimal control
weak convergence
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Staudigl, Mathias
Steg, Jan-Henrik
- Ereignis
-
Veröffentlichung
- (wer)
-
Bielefeld University, Center for Mathematical Economics (IMW)
- (wo)
-
Bielefeld
- (wann)
-
2014
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:47 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Staudigl, Mathias
- Steg, Jan-Henrik
- Bielefeld University, Center for Mathematical Economics (IMW)
Entstanden
- 2014
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