TY  - GEN
AB  - Motivated by recent path-breaking contributions in the theory of repeated games
in continuous time, this paper presents a family of discrete-time games which provides
a consistent discrete-time approximation of the continuous-time limit game.
Using probabilistic arguments, we prove that continuous-time games can be defined
as the limit of a sequence of discrete-time games. Our convergence analysis reveals
various intricacies of continuous-time games. First, we demonstrate the importance
of correlated strategies in continuous-time. Second, we attach a precise meaning to
the statement that a sequence of discrete-time games can be used to approximate a
continuous-time game.
DA  - 2014
KW  - Continuous-time game theory
KW  - Stochastic optimal control
KW  - Weak convergence
LA  - eng
PY  - 2014
SN  - 0931-6558
SP  - 39-
TI  - On Repeated Games with Imperfect Public Monitoring: From Discrete to Continuous Time
UR  - https://nbn-resolving.org/urn:nbn:de:0070-pub-26987814
Y2  - 2024-11-22T06:55:26
ER  -