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Kuhn's equivalence theorem for games in product form

  • ENS PARIS-SACLAY

Research output: Contribution to journalArticlepeer-review

Abstract

We propose an alternative to the tree representation of extensive form games. Games in product form represent information with σ-fields over a product set, and do not require an explicit description of the play temporal ordering, as opposed to extensive form games on trees. This representation encompasses games with continuum of actions and imperfect information. We adapt and prove Kuhn's theorem — regarding equivalence between mixed and behavioral strategies under perfect recall — for games in product form with continuous action sets.

Original languageEnglish
Pages (from-to)220-240
Number of pages21
JournalGames and Economic Behavior
Volume135
DOIs
Publication statusPublished - 1 Sept 2022

Keywords

  • Games with information
  • Kuhn's equivalence theorem
  • Perfect recall
  • Witsenhausen intrinsic model

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