For stationary ergodic processes the set of calibration-passing forecast distributions equals the mean-preserving contractions of the conditional distribution, allowing the dynamic game to be solved via static persuasion.
In Proceedings of the 2018 ACM Conference on Economics and Computation (Ithaca, NY, USA) (EC ’18)
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Calibrated Forecasting and Persuasion
For stationary ergodic processes the set of calibration-passing forecast distributions equals the mean-preserving contractions of the conditional distribution, allowing the dynamic game to be solved via static persuasion.