We characterize the max min of repeated zero-sum games in which player one plays in pure strategies sonditional on the private observation of a fixed sequence random variables. Meanwhile we introduce a definition of a strategic distance between probability measures, and relate it to the standard...

In order to get rid of the condition X=Y, we introduce an extension of the Dynkin game by allowing for an extended set of strategies, namely the set of mixed strategies. The main result of the paper is that the extended Dynkin game has a value when the processes X and Y are only restricted to be...

We consider the "and" communication mechanism that inputs messages from two players and outputs the public signal "yes" if both messages are "yes", and outputs "no" otherwise. We prove that no correlation can securely be implemented through finite or infinite repetition of this mechanism.

This paper studies situations in which agents do not initially know the effect of their decisions, but learn from experience the payoffs induced by their choices and their opponent's. We characterize equilibrium payoffs in terms of simple strategies in which an explanation phase is followed by a...

We study the existence of uniform correlated equilibrium payoffs in stochastic games. The correlation devices that we use are either autonomous (they base their choice of signal on previous signals, but not on previous states or actions) or stationary (their choice is independent of any data and...

We consider an example of a Markov game with lack of information on one side, that was first introduced by Renault (2002). We compute both the value and optimal strategies for a range of parameter values.

Quitting games are sequential games in which, at any stage, each player has the choice between continuing and quitting. The game ends as soon as at least player chooses to quit; player i then receives a payoff r, which depends on the set S of players that did choose to quit. If the game never...