The maximal variation of martingales of probabilities and repeated games with incomplete information

DOI10.1007/s10959-012-0447-yzbMath1277.60075arXiv1208.3164OpenAlexW2145748955MaRDI QIDQ354746

Abraham Neyman

Publication date: 19 July 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3164

zbMATH Keywords

repeated gamesentropy functionmaximal martingale variationposterior variation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Multistage and repeated games (91A20)

Related Items (3)

On repeated zero-sum games with incomplete information and asymptotically bounded values ⋮ Repeated games of incomplete information with large sets of states ⋮ Repeated games with public uncertain duration process

Cites Work

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• The maximal variation of a bounded martingale
• The value of two-person zero-sum repeated games with lack of information on both sides
• On the relation between finitely and infinitely repeated games with incomplete information

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