The folk theorem with imperfect public information in continuous time | Zendy

Bernard Benjamin | Zendy; Frei Christoph | Zendy

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The folk theorem with imperfect public information in continuous time

Author(s) -

Bernard Benjamin,

Frei Christoph

Publication year - 2016

Publication title -

theoretical economics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 4.404

H-Index - 32

eISSN - 1555-7561

pISSN - 1933-6837

DOI - 10.3982/te1687

Subject(s) - folk theorem , imperfect , mathematical economics , computer science , noise (video) , mathematics , repeated game , game theory , artificial intelligence , equilibrium selection , linguistics , philosophy , image (mathematics)

We prove a folk theorem for multiplayer games in continuous time when players observe a public signal distorted by Brownian noise. The proof is based on a rigorous foundation for such continuous‐time multiplayer games. We study in detail the relation between behavior and mixed strategies, and the role of public randomization to move continuously across games within the same model.

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