Kuhn's equivalence theorem for games in product form

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 encom...

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Bibliographic Details
Published inGames and economic behavior Vol. 135; pp. 220 - 240
Main Authors Heymann, Benjamin, De Lara, Michel, Chancelier, Jean-Philippe
Format Journal Article
LanguageEnglish
Published Elsevier Inc 01.09.2022
Subjects
Games with information
Kuhn's equivalence theorem
Perfect recall
Witsenhausen intrinsic model
Kuhn's equivalence theorem
Games with information
Perfect recall
Witsenhausen intrinsic model
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Summary: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.
ISSN:0899-8256
1090-2473
DOI:10.1016/j.geb.2022.06.006