On repeated games with imperfect public monitoring : characterization of continuation payoff processes

Mathias Staudigl

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.

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Year of publication:	2014
Authors:	Staudigl, Mathias
Publisher:	Bielefeld : Center for Mathematical Economics, IMW
Subject:	repeated games \| public perfect equilibrium \| martingale representation \| Wiederholte Spiele \| Repeated games \| Spieltheorie \| Game theory \| Unvollkommene Information \| Incomplete information \| Gleichgewichtstheorie \| Equilibrium theory