Kuhn's Equivalence Theorem for Games in Intrinsic Form

Benjamin Heymann, Michel de Lara and Jean-Philippe Chancelier
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Benjamin Heymann: CERMICS
Michel de Lara: CERMICS
Jean-Philippe Chancelier: CERMICS

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Abstract: We state and prove Kuhn's equivalence theorem for a new representation of games, the intrinsic form. First, we introduce games in intrinsic form where information is represented by $\sigma$-fields over a product set. For this purpose, we adapt to games the intrinsic representation that Witsenhausen introduced in control theory. Those intrinsic games do not require an explicit description of the play temporality, as opposed to extensive form games on trees. Second, we prove, for this new and more general representation of games, that behavioral and mixed strategies are equivalent under perfect recall (Kuhn's theorem). As the intrinsic form replaces the tree structure with a product structure, the handling of information is easier. This makes the intrinsic form a new valuable tool for the analysis of games with information.

Date: 2020-06
New Economics Papers: this item is included in nep-gth and nep-mic
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