We study a class of symmetric strategic experimentation games. Each of two players faces a (exponential) two-armed bandit problem, and must decide when to stop experimenting with the risky arm. The equilibrium amount of experimentation depends on the degree to which experimentation outcomes are...

We analyze a toy class of two-player repeated games with two-sided incomplete information. In effect, two players are facing independent decision problems and each of them holds information that is potentially valuable to the other player. We study to what extent, and how, information can be...

This chapter presents developments in the theory of stochastic games that have taken place in recent years. It complements the contribution by Mertens. Major emphasis is put on stochastic games with finite state and action sets. In the zero-sum case, a classical result of Mertens and Neyman...

Quitting games are I-player sequential games in which, at any stage, each player has the choice between continuing and quitting. The game ends as soon as at least one player chooses to quit; player i then receives a payoff , which depends on the set S of players that did choose to quit. If the...