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On Repeated Games with Incomplete Information and Signals

Author

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  • Renault, J.

Abstract

We consider two-player repeated games with lack of information on one side: first, payoff matrices are chosen according to a known probability, and are only announced to one of the players called the informed player. Then, the game with the selected payoffs is infinitely repeated. We prove here the existence of a uniform equilibrium, in the case of imperfect monitoring where after each move the players receive some private, possibly random but state independent signal.

Suggested Citation

  • Renault, J., 1997. "On Repeated Games with Incomplete Information and Signals," Papiers d'Economie Mathématique et Applications 97.72, Université Panthéon-Sorbonne (Paris 1).
    • Handle: RePEc:fth:pariem:97.72
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    Cited by:

    1. Simon, Robert Samuel, 2002. "Separation of joint plan equilibrium payoffs from the min-max functions," Games and Economic Behavior, Elsevier, vol. 41(1), pages 79-102, October.

    More about this item

    Keywords

    GAMES ; INFORMATION;

    JEL classification:

    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
    • D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design

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