Stochastic Control Approach to Reputation Games

@article{Dalkran2020StochasticCA,
  title={Stochastic Control Approach to Reputation Games},
  author={Nuh Ayg{\"u}n Dalkıran and Serdar Y{\"u}ksel},
  journal={IEEE Transactions on Automatic Control},
  year={2020},
  volume={65},
  pages={4710-4725}
}
Through a stochastic-control-theoretic approach, we analyze reputation games, where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the information of the short-lived players is nested in that of the long-lived player. This nested information structure is obtained through an appropriate monitoring structure. Under this monitoring structure, we show that, given mild assumptions, the set of… 
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