If players learn to play an infinitely repeated game using Bayesian learning, it is known that their strategies eventually approximate Nash equilibria of the repeated game under an absolute-continuity assumption on their prior beliefs.  We suppose here that Bayesian learners do not start with...

Many dynamic economic situations, including certain markets, can be fruitfully modeled as binary-action stochastic sequential games.  Such games have a state variable, which in the case of a market might be the inventory of the good waiting for sale.  Conditional on the state, players choose...