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A Corrigendum to "Games with Imperfectly Observable Actions in Continuous Time"

Hashimoto, Tadashi (2007): A Corrigendum to "Games with Imperfectly Observable Actions in Continuous Time".

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Abstract

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.

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