We analyze a toy class of two-player repeated games with two-sided incomplete information. In our model, 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 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 general model of dynamic games with purely informational externalities. We prove that eventually all motives for experimentation disappear, and provide the exact rate at which experimentation decays. We also provide tight conditions under which players eventually reach a consensus....

We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In contrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value...