"There is no place where espionage is not possible." -Sun Tzu, The Art of War, approximately 500BC We consider extensive form games in which players decide on their strategies before the start of play and can purchase noisy information about their opponents' decisions concerning future response...

We prove an existence result for games with incomplete information with continuous type spaces under the assumption that players have atomic posteriors. This information structure is an extreme example of the failure of absolute continuity of information, hence our result complements the...

An absorbing game is a repeated game where some of the action combinations are absorbing, in the sense that whenever they are played, there is a positive probability that the game terminates, and the players receive some terminal payoff at every future stage. We prove that every n-player...

Randomization may add beneficial flexibility to the construction of optimal simple decision rules in dynamic environments. A decision maker, restricted to the use of simple rules, may find a stochastic rule that strictly outperforms all deterministic ones. This is true even in highly separable...