Hashimoto, Tadashi (2007): A Corrigendum to "Games with Imperfectly Observable Actions in Continuous Time".
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Sannikov (2007) investigates properties of perfect public equilibria in continuous time repeated games. This note points out that the proof of Lemma 6, required for the proof of the main theorem (Theorem 2), contains an error in computing a Hessian matrix. A correct proof of Lemma 6 is provided using an additional innocuous assumption and a generalized version of Lemma 5.
|Item Type:||MPRA Paper|
|Institution:||The University of Tokyo|
|Original Title:||A Corrigendum to "Games with Imperfectly Observable Actions in Continuous Time"|
|Keywords:||repeated games; continuous time|
|Subjects:||C - Mathematical and Quantitative Methods > C7 - Game Theory and Bargaining Theory > C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games
C - Mathematical and Quantitative Methods > C7 - Game Theory and Bargaining Theory > C72 - Noncooperative Games
|Depositing User:||Tadashi Hashimoto|
|Date Deposited:||26. Oct 2009 14:38|
|Last Modified:||18. Feb 2013 20:13|
He, S., J. Wang and J. Yan (1992): Semimartingale Theory and Stochastic Calculus, Science Press, CRC Press Inc.
A. Korn and M. Korn (1968): Mathematical Handbook for Scientists and Engineers. New York: McGraw-Hill.
Sannikov, Y. (2007): ``Games with Imperfectly Observable Actions in Continuous Time," Econometrica, 75, 1285-1329.
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A corrigendum to "Games with imperfectly observable actions in continuous time". (deposited 22. Oct 2007)
- A Corrigendum to "Games with Imperfectly Observable Actions in Continuous Time". (deposited 26. Oct 2009 14:38) [Currently Displayed]