@incollection{XUPS_2006____45_0, author = {J\'er\^ome Renault}, title = {Jeux r\'ep\'et\'es \`a information incompl\`ete}, booktitle = {Th\'eorie des jeux {\textendash} Introduction \`a la th\'eorie des jeux r\'ep\'et\'es}, series = {Journ\'ees math\'ematiques X-UPS}, pages = {45--92}, publisher = {Les \'Editions de l{\textquoteright}\'Ecole polytechnique}, year = {2006}, doi = {10.5802/xups.2006-03}, language = {fr}, url = {https://proceedings.centre-mersenne.org/articles/10.5802/xups.2006-03/} }
TY - JOUR AU - Jérôme Renault TI - Jeux répétés à information incomplète JO - Journées mathématiques X-UPS PY - 2006 SP - 45 EP - 92 PB - Les Éditions de l’École polytechnique UR - https://proceedings.centre-mersenne.org/articles/10.5802/xups.2006-03/ DO - 10.5802/xups.2006-03 LA - fr ID - XUPS_2006____45_0 ER -
Jérôme Renault. Jeux répétés à information incomplète. Journées mathématiques X-UPS, Théorie des jeux – Introduction à la théorie des jeux répétés (2006), pp. 45-92. doi : 10.5802/xups.2006-03. https://proceedings.centre-mersenne.org/articles/10.5802/xups.2006-03/
[AH86] R.J. Aumann; S. Hart Bi-convexity and bi-martingales, Israel J. Math., Volume 54 (1986), pp. 159-180 | DOI | MR | Zbl
[AM95] R.J. Aumann; M. Maschler Repeated games with incomplete information, M.I.T. Press, 1995 avec la collaboration de R. Stearns (contient une réédition de travaux de 1966, 67, 68)
[Bla56] D. Blackwell An analog of the minmax theorem for vector payoffs, Pacific J. Math., Volume 65 (1956), pp. 1-8 | Zbl
[de 96a] B. de Meyer Repeated games and partial differential equations, Math. Oper. Res., Volume 21 (1996), pp. 209-236 | DOI | MR | Zbl
[de 96b] B. de Meyer Repeated games, duality and the central limit theorem, Math. Oper. Res., Volume 21 (1996), pp. 237-251 | DOI | MR | Zbl
[de 98] B. de Meyer The maximal variation of a bounded martingale and the central limit theorem, Ann. Inst. H. Poincaré Probab. Statist., Volume 34 (1998), pp. 49-59 | DOI | Numdam | MR | Zbl
[dMS03] B. de Meyer; H. Moussa Saley On the strategic origin of Brownian motion in finance, Internat. J. Game Theory, Volume 31 (2003), pp. 285-319 | DOI | MR | Zbl
[dR99] B. de Meyer; D. Rosenberg ‘’ and the dual game, Math. Oper. Res., Volume 24 (1999), pp. 619-626 | DOI | Zbl
[For82] F. Forges Infinitely repeated games of incomplete information : symmetric case with random signals, Internat. J. Game Theory, Volume 11 (1982), pp. 203-213 | DOI | MR | Zbl
[For84] F. Forges A note on Nash equilibria in repeated games with incomplete information, Internat. J. Game Theory, Volume 13 (1984), pp. 179-187 | DOI | MR | Zbl
[For88] F. Forges Communication equilibria in repeated games with incomplete information, Math. Oper. Res., Volume 13 (1988), pp. 191-231 | DOI | MR | Zbl
[For90] F. Forges Equilibria with communication in a job market example, Quart. J. Econom., Volume 105 (1990), pp. 375-398 | DOI | MR | Zbl
[For92] F. Forges Repeated games of incomplete information : Non-zero sum, Handbook of game theory, I (R.J. Aumann; S. Hart, eds.), Elsevier Science Publishers, 1992, pp. 155-177 | Zbl
[Har68] J. Harsanyi Games with incomplete information played by ‘Bayesian’ players, parts I-III, Management Sci., Volume 8 (1967-68), p. 159-182, 320-334, 486-502 | DOI | Zbl
[Har85] S. Hart Nonzero-sum two-person repeated games with incomplete information, Math. Oper. Res., Volume 10 (1985), pp. 117-153 | DOI | Zbl
[Koh75] E. Kohlberg Optimal strategies in repeated games with incomplete information, Internat. J. Game Theory, Volume 4 (1975), pp. 7-24 | DOI | MR | Zbl
[Kor92] G. Koren Two-person repeated games where players know their own payoffs (1992) (document de travail basé sur une « master thesis » à l’Université de Tel-Aviv, 50 pages, http://www.ma.huji.ac.il/hart/papers/koren.pdf)
[Lar01a] R. Laraki The splitting game and applications, Internat. J. Game Theory, Volume 30 (2001), pp. 359-376 | DOI | MR | Zbl
[Lar01b] R. Laraki Variational inequalities, system of functional equations and incomplete information repeated games, SIAM J. Control Optimization, Volume 40 (2001), pp. 516-524 | DOI | MR | Zbl
[Lar02] R. Laraki Repeated games with lack of information on one side : the dual differential approach, Math. Oper. Res., Volume 27 (2002), pp. 419-440 | DOI | MR | Zbl
[Lar04] R. Laraki On the regularity of the convexification operator on a compact set, J. Convex Anal., Volume 11 (2004), pp. 209-234 | MR | Zbl
[May67] J.-P. Mayberry Discounted repeated games with incomplete information, Report of the U.S. Arms control and disarmament agency, Volume ST116, chapter V, Mathematica, Princeton, 1967, pp. 435-461
[Mer72] J.-F. Mertens The value of two-person zero-sum repeated games : the extensive case, Internat. J. Game Theory, Volume 1 (1972), pp. 217-227 | DOI | MR | Zbl
[MSZ94] J.-F. Mertens; S. Sorin; S. Zamir Repeated games, 1994, pp. 9420-9422 (CORE discussion paper)
[MZ71] J.-F. Mertens; S. Zamir The value of two-person zero-sum repeated games with lack of information on both sides, Internat. J. Game Theory, Volume 1 (1971), pp. 39-64 | DOI | MR | Zbl
[MZ76] J.-F. Mertens; S. Zamir The normal distribution and repeated games, Internat. J. Game Theory, Volume 5 (1976), pp. 187-197 | DOI | MR
[MZ77] J.-F. Mertens; S. Zamir A duality theorem on a pair of simultaneous functional equations, J. Math. Anal. Appl., Volume 60 (1977), pp. 550-558 | DOI | MR | Zbl
[MZ85] J.-F. Mertens; S. Zamir Formulation of Bayesian analysis for games with incomplete information, Internat. J. Game Theory, Volume 14 (1985), pp. 1-29 | DOI | MR | Zbl
[NS98] A. Neyman; S. Sorin Equilibria in repeated games with incomplete information : The general symmetric case, Internat. J. Game Theory, Volume 27 (1998), pp. 201-210 | DOI | MR | Zbl
[Ren00] J. Renault 2-player repeated games with lack of information on one side and state independent signalling, Math. Oper. Res., Volume 4 (2000), pp. 552-572 | DOI | MR | Zbl
[Ren01a] J. Renault 3-player repeated games with lack of information on one side, Internat. J. Game Theory, Volume 30 (2001), pp. 221-246 | DOI | MR | Zbl
[Ren01b] J. Renault Learning sets in state dependent signalling game forms : a characterization, Math. Oper. Res., Volume 26 (2001), pp. 832-850 | DOI | MR | Zbl
[Ren06] J. Renault The value of Markov chain games with lack of information on one side, Math. Oper. Res., Volume 31 (2006), pp. 490-512 | DOI | MR | Zbl
[Ros98] D. Rosenberg Duality and Markovian strategies, Internat. J. Game Theory, Volume 27 (1998), pp. 577-597 | DOI | MR | Zbl
[RS01] D. Rosenberg; S. Sorin An operator approach to zero- sum repeated games, Israel J. Math., Volume 121 (2001), pp. 221-246 | DOI | MR | Zbl
[RT04] J. Renault; T. Tomala Learning the state of nature in repeated games with incomplete information and signals, Games Econom. Behav., Volume 47 (2004), pp. 124-156 | DOI | MR | Zbl
[Sha94] J. Shalev Nonzero-sum two-person repeated games with incomplete information and known-own payoffs, Games Econom. Behav., Volume 7 (1994), pp. 246-259 | DOI | MR | Zbl
[Sim02] R.S. Simon Separation of joint plan equilibrium payoffs from the min-max functions, Games Econom. Behav., Volume 1 (2002), pp. 79-102 | DOI | MR | Zbl
[Sor83] S. Sorin Some results on the existence of Nash equilibria for non- zero sum games with incomplete information, Internat. J. Game Theory, Volume 12 (1983), pp. 193-205 | DOI | MR | Zbl
[Sor84] S. Sorin On a pair of simultaneous functional equations, J. Math. Anal. Appl., Volume 98 (1984), pp. 296-303 | DOI | MR | Zbl
[Sor02] S. Sorin A first course on zero-sum repeated games, Mathématiques et Applications, Springer, 2002
[Spi02] X. Spinat A necessary and sufficient condition for approchability, Math. Oper. Res., Volume 27 (2002), pp. 31-44 | DOI | MR | Zbl
[SST95] R.S. Simon; S. Spież; H. Toruńczyk The existence of equilibria in certain games, separation for families of convex functions and a theorem of Borsuk-Ulam type, Israel J. Math., Volume 92 (1995), pp. 1-21 | DOI | MR
[SST02] R.S. Simon; S. Spież; H. Toruńczyk Equilibrium existence and topology in some repeated games with incomplete information, Trans. Amer. Math. Soc., Volume 354 (2002), pp. 5005-5026 | DOI | MR | Zbl
[SZ85] S. Sorin; S. Zamir A 2-person game with lack of information on 1 and 1/2 sides, Math. Oper. Res., Volume 10 (1985), pp. 17-23 | DOI | MR | Zbl
[Vie92] N. Vieille Weak approachability, Math. Oper. Res., Volume 17 (1992), pp. 781-791 | DOI | MR | Zbl
[Zam71] S. Zamir On the relation between finitely and infinitely repeated games with incomplete information, Internat. J. Game Theory, Volume 1 (1971), pp. 179-198 | DOI | MR | Zbl
[Zam73] S. Zamir On repeated games with general information function, Internat. J. Game Theory, Volume 21 (1973), pp. 215-229 | DOI | MR | Zbl
[Zam92] S. Zamir Repeated games of incomplete information : zero-sum, Handbook of game theory, I (R.J. Aumann; S. Hart, eds.), Elsevier Science Publishers, 1992, pp. 109-154 | Zbl
Cité par Sources :