Games with Imperfectly Observable Actions in Continuous Time

@inproceedings{SannikovGamesWI,
  title={Games with Imperfectly Observable Actions in Continuous Time},
  author={Yuliy Sannikov and Ivan Werning and Ruth T. Williams and David Ahn and Anthony Chung and Willie Fuchs}
}
This paper investigates a new class of 2-player games in continuous time, in which the players’ observations of each other’s actions are distorted by Brownian motions. These games are analogous to repeated games with imperfect monitoring in which the players take actions frequently. Using a differential equation we find the set E(r) of payoff pairs achievable by all public perfect equilibria of the continuous-time game, where r is the discount rate. The same differential equation allows us to… CONTINUE READING
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