An algorithm for two-player repeated games with perfect monitoring

Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations o...
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Autor*in:	Abreu, Dilip [verfasserIn] Sannikov, Yuliy [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	May 2014

Übergeordnetes Werk:	Enthalten in: Theoretical economics - Toronto : [Verlag nicht ermittelbar], 2006, 9(2014), 2 vom: Mai, Seite 313-338
Übergeordnetes Werk:	volume:9 ; year:2014 ; number:2 ; month:05 ; pages:313-338

Links:	Volltext Volltext

DOI / URN:	10.3982/TE1302

Katalog-ID:	893684317

Internformat


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245	1	3	\|a An algorithm for two-player repeated games with perfect monitoring \|c Dilip Abreu, Yuliy Sannikov
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520			\|a Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations of the algorithm from Abreu, Pearce and Stacchetti (1990). These eﬃciency gains arise from a better understanding of the manner in which extreme points of the equilibrium payoﬀ set are generated. An important theoretical implication of our algorithm is that the set of extreme points E of V* is finite. Indeed, \|E\| ≤ 3\|A\|, where A is the set of action proﬁles of the stage game.
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912			\|a GBV_ILN_20
912			\|a GBV_ILN_22
912			\|a GBV_ILN_23
912			\|a GBV_ILN_24
912			\|a GBV_ILN_31
912			\|a GBV_ILN_39
912			\|a GBV_ILN_40
912			\|a GBV_ILN_60
912			\|a GBV_ILN_62
912			\|a GBV_ILN_63
912			\|a GBV_ILN_65
912			\|a GBV_ILN_69
912			\|a GBV_ILN_70
912			\|a GBV_ILN_73
912			\|a GBV_ILN_95
912			\|a GBV_ILN_105
912			\|a GBV_ILN_110
912			\|a GBV_ILN_151
912			\|a GBV_ILN_161
912			\|a GBV_ILN_171
912			\|a GBV_ILN_184
912			\|a GBV_ILN_206
912			\|a GBV_ILN_213
912			\|a GBV_ILN_224
912			\|a GBV_ILN_230
912			\|a GBV_ILN_285
912			\|a GBV_ILN_293
912			\|a GBV_ILN_370
912			\|a GBV_ILN_602
912			\|a GBV_ILN_636
912			\|a GBV_ILN_2004
912			\|a GBV_ILN_2005
912			\|a GBV_ILN_2006
912			\|a GBV_ILN_2007
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2010
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2026
912			\|a GBV_ILN_2027
912			\|a GBV_ILN_2034
912			\|a GBV_ILN_2037
912			\|a GBV_ILN_2038
912			\|a GBV_ILN_2044
912			\|a GBV_ILN_2048
912			\|a GBV_ILN_2050
912			\|a GBV_ILN_2055
912			\|a GBV_ILN_2056
912			\|a GBV_ILN_2057
912			\|a GBV_ILN_2059
912			\|a GBV_ILN_2061
912			\|a GBV_ILN_2068
912			\|a GBV_ILN_2088
912			\|a GBV_ILN_2106
912			\|a GBV_ILN_2108
912			\|a GBV_ILN_2110
912			\|a GBV_ILN_2111
912			\|a GBV_ILN_2118
912			\|a GBV_ILN_2122
912			\|a GBV_ILN_2129
912			\|a GBV_ILN_2143
912			\|a GBV_ILN_2144
912			\|a GBV_ILN_2147
912			\|a GBV_ILN_2148
912			\|a GBV_ILN_2152
912			\|a GBV_ILN_2232
912			\|a GBV_ILN_2336
912			\|a GBV_ILN_2470
912			\|a GBV_ILN_2507
912			\|a GBV_ILN_2522
912			\|a GBV_ILN_4012
912			\|a GBV_ILN_4035
912			\|a GBV_ILN_4037
912			\|a GBV_ILN_4046
912			\|a GBV_ILN_4112
912			\|a GBV_ILN_4125
912			\|a GBV_ILN_4126
912			\|a GBV_ILN_4242
912			\|a GBV_ILN_4249
912			\|a GBV_ILN_4251
912			\|a GBV_ILN_4305
912			\|a GBV_ILN_4306
912			\|a GBV_ILN_4307
912			\|a GBV_ILN_4313
912			\|a GBV_ILN_4322
912			\|a GBV_ILN_4323
912			\|a GBV_ILN_4324
912			\|a GBV_ILN_4325
912			\|a GBV_ILN_4326
912			\|a GBV_ILN_4333
912			\|a GBV_ILN_4334
912			\|a GBV_ILN_4335
912			\|a GBV_ILN_4336
912			\|a GBV_ILN_4338
912			\|a GBV_ILN_4367
912			\|a GBV_ILN_4700
951			\|a AR
952			\|d 9 \|j 2014 \|e 2 \|c 5 \|h 313-338
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982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a Repeated games
982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a perfect monitoring
982			\|2 26 \|1 00 \|x DE-206 \|8 56 \|a computation

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publishDate	2014
allfields	10.3982/TE1302 doi 10419/150222 hdl (DE-627)893684317 (DE-599)GBV893684317 DE-627 ger DE-627 rda eng C63 C72 C73 jelc Abreu, Dilip verfasserin (DE-588)170007510 (DE-627)060010886 (DE-576)130924539 aut An algorithm for two-player repeated games with perfect monitoring Dilip Abreu, Yuliy Sannikov May 2014 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations of the algorithm from Abreu, Pearce and Stacchetti (1990). These eﬃciency gains arise from a better understanding of the manner in which extreme points of the equilibrium payoﬀ set are generated. An important theoretical implication of our algorithm is that the set of extreme points E of V* is finite. Indeed, \|E\| ≤ 3\|A\|, where A is the set of action proﬁles of the stage game. Sannikov, Yuliy verfasserin (DE-588)129394017 (DE-627)394706552 (DE-576)297638645 aut Enthalten in Theoretical economics Toronto : [Verlag nicht ermittelbar], 2006 9(2014), 2 vom: Mai, Seite 313-338 Online-Ressource (DE-627)507184807 (DE-600)2220447-7 (DE-576)28129948X 1555-7561 nnns volume:9 year:2014 number:2 month:05 pages:313-338 http://hdl.handle.net/10419/150222 Resolving-System Volltext http://dx.doi.org/10.3982/TE1302 Resolving-System Volltext GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_171 GBV_ILN_184 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 AR 9 2014 2 5 313-338 26 01 0206 1702457257 x1k 17-07-17 26 00 DE-206 56 Repeated games 26 00 DE-206 56 perfect monitoring 26 00 DE-206 56 computation
spelling	10.3982/TE1302 doi 10419/150222 hdl (DE-627)893684317 (DE-599)GBV893684317 DE-627 ger DE-627 rda eng C63 C72 C73 jelc Abreu, Dilip verfasserin (DE-588)170007510 (DE-627)060010886 (DE-576)130924539 aut An algorithm for two-player repeated games with perfect monitoring Dilip Abreu, Yuliy Sannikov May 2014 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations of the algorithm from Abreu, Pearce and Stacchetti (1990). These eﬃciency gains arise from a better understanding of the manner in which extreme points of the equilibrium payoﬀ set are generated. An important theoretical implication of our algorithm is that the set of extreme points E of V* is finite. Indeed, \|E\| ≤ 3\|A\|, where A is the set of action proﬁles of the stage game. Sannikov, Yuliy verfasserin (DE-588)129394017 (DE-627)394706552 (DE-576)297638645 aut Enthalten in Theoretical economics Toronto : [Verlag nicht ermittelbar], 2006 9(2014), 2 vom: Mai, Seite 313-338 Online-Ressource (DE-627)507184807 (DE-600)2220447-7 (DE-576)28129948X 1555-7561 nnns volume:9 year:2014 number:2 month:05 pages:313-338 http://hdl.handle.net/10419/150222 Resolving-System Volltext http://dx.doi.org/10.3982/TE1302 Resolving-System Volltext GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_171 GBV_ILN_184 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 AR 9 2014 2 5 313-338 26 01 0206 1702457257 x1k 17-07-17 26 00 DE-206 56 Repeated games 26 00 DE-206 56 perfect monitoring 26 00 DE-206 56 computation
allfields_unstemmed	10.3982/TE1302 doi 10419/150222 hdl (DE-627)893684317 (DE-599)GBV893684317 DE-627 ger DE-627 rda eng C63 C72 C73 jelc Abreu, Dilip verfasserin (DE-588)170007510 (DE-627)060010886 (DE-576)130924539 aut An algorithm for two-player repeated games with perfect monitoring Dilip Abreu, Yuliy Sannikov May 2014 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations of the algorithm from Abreu, Pearce and Stacchetti (1990). These eﬃciency gains arise from a better understanding of the manner in which extreme points of the equilibrium payoﬀ set are generated. An important theoretical implication of our algorithm is that the set of extreme points E of V* is finite. Indeed, \|E\| ≤ 3\|A\|, where A is the set of action proﬁles of the stage game. Sannikov, Yuliy verfasserin (DE-588)129394017 (DE-627)394706552 (DE-576)297638645 aut Enthalten in Theoretical economics Toronto : [Verlag nicht ermittelbar], 2006 9(2014), 2 vom: Mai, Seite 313-338 Online-Ressource (DE-627)507184807 (DE-600)2220447-7 (DE-576)28129948X 1555-7561 nnns volume:9 year:2014 number:2 month:05 pages:313-338 http://hdl.handle.net/10419/150222 Resolving-System Volltext http://dx.doi.org/10.3982/TE1302 Resolving-System Volltext GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_171 GBV_ILN_184 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 AR 9 2014 2 5 313-338 26 01 0206 1702457257 x1k 17-07-17 26 00 DE-206 56 Repeated games 26 00 DE-206 56 perfect monitoring 26 00 DE-206 56 computation
allfieldsGer	10.3982/TE1302 doi 10419/150222 hdl (DE-627)893684317 (DE-599)GBV893684317 DE-627 ger DE-627 rda eng C63 C72 C73 jelc Abreu, Dilip verfasserin (DE-588)170007510 (DE-627)060010886 (DE-576)130924539 aut An algorithm for two-player repeated games with perfect monitoring Dilip Abreu, Yuliy Sannikov May 2014 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations of the algorithm from Abreu, Pearce and Stacchetti (1990). These eﬃciency gains arise from a better understanding of the manner in which extreme points of the equilibrium payoﬀ set are generated. An important theoretical implication of our algorithm is that the set of extreme points E of V* is finite. Indeed, \|E\| ≤ 3\|A\|, where A is the set of action proﬁles of the stage game. Sannikov, Yuliy verfasserin (DE-588)129394017 (DE-627)394706552 (DE-576)297638645 aut Enthalten in Theoretical economics Toronto : [Verlag nicht ermittelbar], 2006 9(2014), 2 vom: Mai, Seite 313-338 Online-Ressource (DE-627)507184807 (DE-600)2220447-7 (DE-576)28129948X 1555-7561 nnns volume:9 year:2014 number:2 month:05 pages:313-338 http://hdl.handle.net/10419/150222 Resolving-System Volltext http://dx.doi.org/10.3982/TE1302 Resolving-System Volltext GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_171 GBV_ILN_184 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 AR 9 2014 2 5 313-338 26 01 0206 1702457257 x1k 17-07-17 26 00 DE-206 56 Repeated games 26 00 DE-206 56 perfect monitoring 26 00 DE-206 56 computation
allfieldsSound	10.3982/TE1302 doi 10419/150222 hdl (DE-627)893684317 (DE-599)GBV893684317 DE-627 ger DE-627 rda eng C63 C72 C73 jelc Abreu, Dilip verfasserin (DE-588)170007510 (DE-627)060010886 (DE-576)130924539 aut An algorithm for two-player repeated games with perfect monitoring Dilip Abreu, Yuliy Sannikov May 2014 Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations of the algorithm from Abreu, Pearce and Stacchetti (1990). These eﬃciency gains arise from a better understanding of the manner in which extreme points of the equilibrium payoﬀ set are generated. An important theoretical implication of our algorithm is that the set of extreme points E of V* is finite. Indeed, \|E\| ≤ 3\|A\|, where A is the set of action proﬁles of the stage game. Sannikov, Yuliy verfasserin (DE-588)129394017 (DE-627)394706552 (DE-576)297638645 aut Enthalten in Theoretical economics Toronto : [Verlag nicht ermittelbar], 2006 9(2014), 2 vom: Mai, Seite 313-338 Online-Ressource (DE-627)507184807 (DE-600)2220447-7 (DE-576)28129948X 1555-7561 nnns volume:9 year:2014 number:2 month:05 pages:313-338 http://hdl.handle.net/10419/150222 Resolving-System Volltext http://dx.doi.org/10.3982/TE1302 Resolving-System Volltext GBV_USEFLAG_U GBV_ILN_26 ISIL_DE-206 SYSFLAG_1 GBV_KXP GBV_ILN_11 GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_39 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_95 GBV_ILN_105 GBV_ILN_110 GBV_ILN_151 GBV_ILN_161 GBV_ILN_171 GBV_ILN_184 GBV_ILN_206 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_285 GBV_ILN_293 GBV_ILN_370 GBV_ILN_602 GBV_ILN_636 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2006 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2037 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2057 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2068 GBV_ILN_2088 GBV_ILN_2106 GBV_ILN_2108 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2144 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4046 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4336 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4700 AR 9 2014 2 5 313-338 26 01 0206 1702457257 x1k 17-07-17 26 00 DE-206 56 Repeated games 26 00 DE-206 56 perfect monitoring 26 00 DE-206 56 computation
language	English
source	Enthalten in Theoretical economics 9(2014), 2 vom: Mai, Seite 313-338 volume:9 year:2014 number:2 month:05 pages:313-338
sourceStr	Enthalten in Theoretical economics 9(2014), 2 vom: Mai, Seite 313-338 volume:9 year:2014 number:2 month:05 pages:313-338
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sw_local_iln_str_mv	26:Repeated games DE-206:Repeated games 26:perfect monitoring DE-206:perfect monitoring 26:computation DE-206:computation
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container_title	Theoretical economics
authorswithroles_txt_mv	Abreu, Dilip @@aut@@ Sannikov, Yuliy @@aut@@
publishDateDaySort_date	2014-05-01T00:00:00Z
hierarchy_top_id	507184807
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topic_title	C63 C72 C73 jelc 26 00 DE-206 56 Repeated games 26 00 DE-206 56 perfect monitoring 26 00 DE-206 56 computation An algorithm for two-player repeated games with perfect monitoring Dilip Abreu, Yuliy Sannikov
topic	jelc C63 26 Repeated games 26 perfect monitoring 26 computation
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title	An algorithm for two-player repeated games with perfect monitoring
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title_full	An algorithm for two-player repeated games with perfect monitoring Dilip Abreu, Yuliy Sannikov
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title_sort	algorithm for two-player repeated games with perfect monitoring
title_auth	An algorithm for two-player repeated games with perfect monitoring
abstract	Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations of the algorithm from Abreu, Pearce and Stacchetti (1990). These eﬃciency gains arise from a better understanding of the manner in which extreme points of the equilibrium payoﬀ set are generated. An important theoretical implication of our algorithm is that the set of extreme points E of V* is finite. Indeed, \|E\| ≤ 3\|A\|, where A is the set of action proﬁles of the stage game.
abstractGer	Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations of the algorithm from Abreu, Pearce and Stacchetti (1990). These eﬃciency gains arise from a better understanding of the manner in which extreme points of the equilibrium payoﬀ set are generated. An important theoretical implication of our algorithm is that the set of extreme points E of V* is finite. Indeed, \|E\| ≤ 3\|A\|, where A is the set of action proﬁles of the stage game.
abstract_unstemmed	Consider repeated two-player games with perfect monitoring and discounting. We provide an algorithm that computes the set V* of payoff pairs of all pure-strategy subgame perfect equilibria with public randomization. The algorithm provides signiﬁcant eﬃciency gains over the existing implementations of the algorithm from Abreu, Pearce and Stacchetti (1990). These eﬃciency gains arise from a better understanding of the manner in which extreme points of the equilibrium payoﬀ set are generated. An important theoretical implication of our algorithm is that the set of extreme points E of V* is finite. Indeed, \|E\| ≤ 3\|A\|, where A is the set of action proﬁles of the stage game.
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title_short	An algorithm for two-player repeated games with perfect monitoring
url	http://hdl.handle.net/10419/150222 http://dx.doi.org/10.3982/TE1302
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An algorithm for two-player repeated games with perfect monitoring

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