The paper introduces a noise-state recursive representation for finite-player dynamic games with dispersed private information, yielding explicit equilibrium characterizations in continuous-time LQG settings.
Information and volatil- ity.Journal of Economic Theory, 158:427–465, 2015
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Forecasting and Manipulating the Forecasts of Others
The paper introduces a noise-state recursive representation for finite-player dynamic games with dispersed private information, yielding explicit equilibrium characterizations in continuous-time LQG settings.