On games with incomplete information and the Dvoretsky-Wald-Wolfowitz theorem with countable partitions

M. Khan and Kali Rath

Journal of Mathematical Economics, 2009, vol. 45, issue 12, 830-837

Abstract: It has remained an open question as to whether the results of Milgrom-Weber [Milgrom, P.R., Weber, R.J., 1985. Distributional strategies for games with incomplete information. Mathematics of Operations Research 10, 619-632] are valid for action sets with a countably infinite number of elements without additional assumptions on the abstract measure space of information. In this paper, we give an affirmative answer to this question as a consequence of an extension of a theorem of Dvoretzky, Wald and Wolfowitz (henceforth DWW) due to Edwards [Edwards, D.A., 1987. On a theorem of Dvoretsky, Wald and Wolfowitz concerning Liapunov measures. Glasgow Mathematical Journal 29, 205-220]. We also present a direct elementary proof of the DWW theorem and its extension, one that may have an independent interest.

Keywords: Atomless; games; Independent; private; information; Countably; infinite; actions; Countably; infinite; partitions; The; DWW; theorem (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:mateco:v:45:y:2009:i:12:p:830-837

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