Continuous Time Repeated Games

1993 ◽  
Vol 34 (1) ◽  
pp. 21 ◽  
Author(s):  
James Bergin ◽  
W. Bentley MacLeod
Keyword(s):  
Continuous Time ◽  
Repeated Games

scholarly journals A Continuous Time Approach for the Asymptotic Value in Two-Person Zero-Sum Repeated Games

2012 ◽  
Vol 50 (3) ◽  
pp. 1573-1596 ◽  
Author(s):  
Pierre Cardaliaguet ◽  
Rida Laraki ◽  
Sylvain Sorin
Keyword(s):  
Continuous Time ◽  
Repeated Games ◽  
Asymptotic Value ◽  
Zero Sum

scholarly journals On repeated games with imperfect public monitoring: From discrete to continuous time

2017 ◽  
Vol 4 (1) ◽  
pp. 1-23 ◽  
Author(s):  
Mathias Staudigl ◽  
◽  
Jan-Henrik Steg ◽  
Keyword(s):  
Continuous Time ◽  
Repeated Games ◽  
Public Monitoring

Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Asymptotic Formula ◽  
Continuous Time ◽  
Heavy Tails ◽  
Tail Behavior ◽  
Renewal Model ◽  
Discounted Aggregate Claims ◽  
Aggregate Claims ◽  
Tail Asymptotic

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.

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