From repeated games to brownian games

Bernard De Meyer

Annales de l'I.H.P. Probabilités et statistiques (1999)

  • Volume: 35, Issue: 1, page 1-48
  • ISSN: 0246-0203

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De Meyer, Bernard. "From repeated games to brownian games." Annales de l'I.H.P. Probabilités et statistiques 35.1 (1999): 1-48. <http://eudml.org/doc/77622>.

@article{DeMeyer1999,
author = {De Meyer, Bernard},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {convergence rate; Brownian motion},
language = {eng},
number = {1},
pages = {1-48},
publisher = {Gauthier-Villars},
title = {From repeated games to brownian games},
url = {http://eudml.org/doc/77622},
volume = {35},
year = {1999},
}

TY - JOUR
AU - De Meyer, Bernard
TI - From repeated games to brownian games
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1999
PB - Gauthier-Villars
VL - 35
IS - 1
SP - 1
EP - 48
LA - eng
KW - convergence rate; Brownian motion
UR - http://eudml.org/doc/77622
ER -

References

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  1. [1] R.J. Aumann and M. Maschler, Repeated Games with Incomplete Information, MIT Press, 1995. Zbl0972.91501MR1342074
  2. [2] P. Brémaud and M. Yor, Changes of Filtrations and of Probability Measures, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 45, 1978, pp. 269-295. Zbl0415.60048MR511775
  3. [3] B. De Meyer, Vitesse de Convergence des Jeux Répétés à Information Incomplète, Thèse Doctorale, Faculté des Sciences, Université Catholique de Louvain, Louvain-la-Neuve, Belgium, 1993. 
  4. [4] B. De Meyer, A Bound for Continuous Martingales in a Cone, Core Discussion Paper 9515, Université Catholique de Louvain, Louvain-la-Neuve, Belgium, 1995. 
  5. [5] B. De Meyer, Repeated Games and Partial Differential Equations, Mathematics of Operations Research, 21, 1996, pp. 209-236. Zbl0846.90142MR1385875
  6. [6] B. De Meyer, Repeated Games, Duality and the Central Limit Theorem, Mathematics of Operations Research, 21, 1996, pp. 237-251. Zbl0846.90143MR1385876
  7. [7] B. De Meyer, Brownian Games: Uniqueness and Regularity Issues, Cahier du Laboratoire d'Econométrie de l'école Polytechnique, 1997, p. 459. 
  8. [8] J.L. Doob, Stochastic Processes, John Wiley & Sons, New York, 1953. Zbl0053.26802
  9. [9] N. Dunford and J.T. Schwarz, Linear Operators, Part I: General Theory, John Wiley & Sons, New York, 1957. 
  10. [10] D. Gilbarg and N.S. Trudinger, Elliptic Partial Differential Equations of Second Order, Springer-Verlag, Berlin, 1983. Zbl0562.35001MR737190
  11. [11] N. Kazamaki, Continuous Exponential Martingales and BMO, Lecture Notes in Mathematics 1579, Springer-Verlag, Berlin, 1994. Zbl0806.60033MR1299529
  12. [12] J.F. Mertens, S. Sorin and S. Zamir, Repeated Games, Core Discussion Paper 9420, 9421, 9422, Université Catholique de Louvain, Louvain-la-Neuve, Belgium, 1994. 
  13. [13] J.F. Mertens and S. Zamir, The Normal Distribution and Repeated Games, International Journal of Game Theory, 5, 1976, pp. 187-197. Zbl0362.90138MR472089
  14. [14] J.F. Mertens and S. Zamir, Incomplete Information Games and the Normal Distribution, Core Discussion Paper 9520, Université Catholique de Louvain, Louvain-la-Neuve, Belgium, 1995. 
  15. [15] B. Revuz D. and M. Yor, Continuous Martingales and Brownian Motion, Springer-Verlag, Berlin, 1994. Zbl0804.60001MR1303781
  16. [16] R.T. Rockafellar, Measurable Dependence of Convex Sets and Functions on Parameters, J. Math. Anal. Appl., 28, 1969, pp. 4-25. Zbl0202.33804MR247019
  17. [17] R.T. Rockafellar, Convex Analysis, Princeton University Press, Princeton, New Jersey, 1970. Zbl0193.18401MR274683
  18. [18] M. Sion, On General Minimax Theorems, Pacific Journal of Mathematics, 8, 1958, pp. 171-176. Zbl0163.38203MR97026
  19. [19] S. Zamir, On the Relation between Finitely and Infinitely Repeated Games with Incomplete Information, International Journal of Game Theory, 1, 1971-1972, pp. 179-198. Zbl0249.90077MR337416

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