Optimal strategies in repeated games with incomplete information: the dependent case
Optimization and Control
2021-06-09 v2
Abstract
Using the duality techniques introduced by De Meyer (1996a, 1996b), De Meyer and Marino (2005) provided optimal strategies for both players in finitely repeated games with incomplete information on two sides, in the independent case. In this note, we extend both the duality techniques and the construction of optimal strategies to the case of general type dependence.
Cite
@article{arxiv.1412.2206,
title = {Optimal strategies in repeated games with incomplete information: the dependent case},
author = {Fabien Gensbittel and Miquel Oliu-Barton},
journal= {arXiv preprint arXiv:1412.2206},
year = {2021}
}