Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/103921
Authors: 
Staudigl, Mathias
Year of Publication: 
2014
Series/Report no.: 
Working Papers, Center for Mathematical Economics 526
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.
Subjects: 
repeated games
public perfect equilibrium
martingale representation
Document Type: 
Working Paper

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