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Staudigl, Mathias
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Center for Mathematical Economics Working Papers 526
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.
repeated games
public perfect equilibrium
martingale representation
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Working Paper
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