On games with incomplete information and the Dvoretsky-Wald-Wolfowitz theorem with countable partitions
It has remained an open question as to whether the results of Milgrom-Weber [Milgrom, P.R., Weber, R.J., 1985. Distributional strategies for games with incomplete information. Mathematics of Operations Research 10, 619-632] are valid for action sets with a countably infinite number of elements without additional assumptions on the abstract measure space of information. In this paper, we give an affirmative answer to this question as a consequence of an extension of a theorem of Dvoretzky, Wald and Wolfowitz (henceforth DWW) due to Edwards [Edwards, D.A., 1987. On a theorem of Dvoretsky, Wald and Wolfowitz concerning Liapunov measures. Glasgow Mathematical Journal 29, 205-220]. We also present a direct elementary proof of the DWW theorem and its extension, one that may have an independent interest.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- M. Khan & Kali Rath & Yeneng Sun, 2006. "The Dvoretzky-Wald-Wolfowitz theorem and purification in atomless finite-action games," International Journal of Game Theory, Springer, vol. 34(1), pages 91-104, April.
- Drew Fudenberg & Jean Tirole, 1991. "Game Theory," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262061414, June.
- Khan, M. Ali & Yeneng, Sun, 1995. "Pure strategies in games with private information," Journal of Mathematical Economics, Elsevier, vol. 24(7), pages 633-653.
- Khan, M. Ali & Rath, Kali P. & Sun, Yeneng, 1999. "On a private information game without pure strategy equilibria1," Journal of Mathematical Economics, Elsevier, vol. 31(3), pages 341-359, April.
- Yu, Haomiao & Zhang, Zhixiang, 2007. "Pure strategy equilibria in games with countable actions," Journal of Mathematical Economics, Elsevier, vol. 43(2), pages 192-200, February.
When requesting a correction, please mention this item's handle: RePEc:eee:mateco:v:45:y:2009:i:12:p:830-837. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.