Correlated equilibria of two person repeated games with random signals

被引：0
作者：
John Hillas
Min Liu
机构：
[1] University of Auckland,Department of Economics
来源：
International Journal of Game Theory | 2016年 / 45卷
关键词：
Two player repeated games; Imperfect monitoring; Stochastic signals; Correlated equilibrium;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this work we extend a result of Lehrer (Math Oper Res 17(1):175–199, 1992a) characterising the correlated equilibrium payoffs in undiscounted two player repeated games with partial monitoring to the case in which the signals are permitted to be stochastic. In particular, we develop appropriate versions of Lehrer’s concepts of “indistinguishable” and “more informative.” We also show that any individually rational payoff associated with a (correlated) distribution on pure action profiles in the stage game such that neither player can profitably deviate from one of his actions to another that is indistinguishable and more informative is the payoff of a correlated equilibrium of the infinitely repeated game.
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页码：137 / 153
页数：16
相关论文
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