We consider dynamic cooperative games, where the worth of coalitions varies over time according to the history of allocations. When defining the core of a dynamic game, we allow the possibility for coalitions to deviate at any time and thereby to give rise to a new environment. A coalition that...

Two measures, P and Q, are updated as more information arrives. If with P-probability one the predictions of future events according to both measures become close, as time passes, we say that Q merges to P. Blackwell and Dubins [BD] showed that if P is absolutely continuous with respect to Q...

We examine repeated games with incomplete information where the type spaces of the players may be large. It is shown that if the belief of each player, regarding future play of the game, accommodates the true play then a Nash equilibrium of the incomplete information game will evolve, with time,...

Consider an agent who faces a sequential decision problem. At each stage the agent takes an action and observes a stochastic outcome e.g., daily prices, weather conditions, opponents’ actions in a repeated game, etc. The agent’s stage-utility depends on his action, the observed outcome and...

Consider a finite-state stochastic process governed by an unknown objective probability distribution. Observing the system, a forecaster assigns subjective probabilities to future states. The resulting subjective forecast merges to the objective distribution if, with time, the forecasted...

This review presents the well-known notion of merging, introduced by Blackwell and Dubins, and its later generalizations. While the original concept of merging refers to all future events, the two new concepts, of weak and of almost weak merging, are concerned only with forecasting near-future...