Towards a Theory of Discounted Repeated Games with Imperfect Monitoring

By Dilip Abreu, David Pearce, E. Stacchetti. 1990

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Citations in the corpus

Negative Update Intervals in Deep Multi-Agent Reinforcement Learning (2018, methodology): “We enforce imperfect monitoring (Abreu, Pearce, and Stacchetti 1990) by imposing constraints that require agents to independently make an irrevocable decision in seclusion regarding the choice of higher level strategy.”
A Continuous-Time Version of the Principal-Agent (2005, methodology): “F ′′′(W ) = −F ′′(W )(rW − u + c(a)) γ(a)2/2 , By Ito’s Lemma and (2), the drift of F ′(W ) is”
Investment and liquidation in renegotiation-proof contracts with moral hazard (2004, methodology): “compactness proof is more complex and can be obtained by following the steps used by Abreu et al. (1990) .”
Efficiency in Games with Markovian Private Information (2013, methodology): “For the special case of i.i.d. types equilibrium payoffs can be characterized for a fixed discount factor using the methods of Abreu, Pearce, and Stacchetti (1990).7 A version of the folk theorem and a characterization of the limit equilibrium payoff set is provided by Fudenberg, Levine, and Maskin…”
Solving the Feldstein–Horioka Puzzle With Financial Frictions (2009, unknown): “…|a)W (a k b ) (P) subject to c + k − (1 − δ)k + b ≤ ak α + Rbb (7) cc k ≥ 0 b ≥ −D(k )) (8) W (a k b ) ≥ V AUT (a k ) ∀a This technical approach is similar to the approach used in Abreu, Pearce, and Stacchetti (1990), 12 with one key difference in that our problem is dynamic rather than repeated.”
Game Theory for Wireless Engineers (2006, background): “To account for the lack of perfect monitoring, we can study repeated games with imperfect public monitoring [54].”
Contracting with Repeated Moral Hazard and Private Evaluations (2007, methodology): “There is no equivalent to the tools developed by Abreu et al. (1990) or Yuliy Sannikov (2004) applicable to these types of games.”
Reputation in Continuous‐Time Games (2011, methodology): “3In discrete time, this is a routine extension of the recursive methods of Abreu, Pearce, and Stacchetti (1990) to repeated games with uncertainty over types.”
Collusion With Persistent Cost Shocks (2008, methodology): “Here, we show how to analyze the set of MPPBE using the tools of dynamic programming, as in Abreu, Pearce, and Stacchetti (1986, 1990), and as extended by Cole and Kocherlakota (2001).”
Communication, Renegotiation, and the Scope for Collusion (2009, unknown): “In an initial phase without communication, first period play quickly collapses to the noncooperative equilibrium.(2) Communication is then added for the second phase of the experiment.”