We analyze a toy class of two-player repeated games with two-sided incomplete information. In effect, two players are facing independent decision problems and each of them holds information that is potentially valuable to the other player. We study to what extent, and how, information can be...

We study stochastic games with incomplete information on one side, where the transition is controlled by one of the players. <p> We prove that if the informed player also controls the transition, the game has a value, whereas if the uninformed player controls the transition, the max-min value, as...</p>

This paper presents a general model of information dissemination

We study zero-sum stochastic games in which players do not observe the actions of the opponent. Rather, they observe a stochastic signal that may depend on the state, and on the pair of actions chosen by the players. We assume each player observes the state and his own action. <p> We propose a...</p>

Given a sequence (s0; s1,..., sN) of observations from a finite set S, we construct a process (sn)n_N that satisfies the following properties: (i) (Sn)n_ ·N is a piecewise Markov chain, (ii) the conditional distribution of sn given S0,...,Sn-1 is close to the empirical transition given by the...

We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs depend, while the non-informed player only observes his...

We study a class of symmetric strategic experimentation games. Each of two players faces a (exponential) two-armed bandit problem, and must decide when to stop experimenting with the risky arm. The equilibrium amount of experimentation depends on the degree to which experimentation outcomes are...

We consider a dynamic version of sender-receiver games, where the sequence of states follows an irreducible Markov chain observed by the sender. Under mild assumptions, we provide a simple characterization of the limit set of equilibrium payoffs, as players become very patient. Under these...

Quitting games are I-player sequential games in which, at any stage, each player has the choice between continuing and quitting. The game ends as soon as at least one player chooses to quit; player i then receives a payoff , which depends on the set S of players that did choose to quit. If the...

We obtain results on the sensitivity of the invariant measure and other statistical quantities of a Markov chain with respect to perturbations of the transition matrix. We use graph-theoretic techniques, in contrast with the matrix analysis techniques previously used.