On Repeated games with imperfect public monitoring: Characterization of Continuation payoff processes

Mathias Staudigl
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Mathias Staudigl: Center for Mathematical Economics, Bielefeld University

No 526, Center for Mathematical Economics Working Papers from Center for Mathematical Economics, Bielefeld University

Abstract: This note contains complementary information to the paper Staudigl and Steg (2014). We present a martingale characterization of continuation payoff processes in a class of repeated games with imperfect public monitoring. Our martingale approach allows us to work out a clear connection between the discrete time and continuous time payoff processes. A general proof of convergence is the open issue in this literature, and I strongly belief that the characterization result reported here is the key to solve this problem.

Keywords: Repeated games; Public Perfect Equilibrium; Martingale Representation (search for similar items in EconPapers)
Pages: 17
Date: 2016-03-16
New Economics Papers: this item is included in nep-gth and nep-mic
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https://pub.uni-bielefeld.de/download/2901671/2902681 First Version, 2014 (application/x-download)

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