Optimal strategies in repeated games with incomplete information: the dependent case

Gensbittel, Fabien; Oliu-Barton, Miquel

Gensbittel, Fabien; Oliu-Barton, Miquel (2014), Optimal strategies in repeated games with incomplete information: the dependent case. https://basepub.dauphine.fr/handle/123456789/14408

Type

Document de travail / Working paper

External document link

https://hal.archives-ouvertes.fr/hal-01091666

Date

2014

Publisher

Université Paris-Dauphine

Published in

Paris

Metadata

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Author(s)

Gensbittel, Fabien

Oliu-Barton, Miquel
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]

Abstract (EN)

Using the duality techniques introduced by De Meyer (1996a, 1996b), De Meyer and Marino (2005) provided optimal strategies for both players in finitely repeated games with incomplete information on two sides, in the independent case. In this note, we extend both the duality techniques and the construction of optimal strategies to the case of general type dependence.

Subjects / Keywords

duality; repeated games; incomplete information