We study the problem of Bayesian learning in a dynamical system involving strategic agents with asymmetric information. In a series of seminal papers in the literature, this problem has been investigated under a simplifying model where myopically selfish players appear sequentially and act once...

We consider both finite-horizon and infinite-horizon versions of a dynamic game with N selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov processes, conditioned on their current actions. Their...

We consider a dynamic game with asymmetric information where each player privately observes a noisy version of a (hidden) state of the world V, resulting in dependent private observations. We study the structured perfect Bayesian equilibria (PBEs) that use private beliefs in their strategies as...