Corrigendum to “Games With Imperfectly Observable Actions in Continuous Time” |
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| Authors: | Tadashi Hashimoto |
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| Institution: | 1. Graduate School of Business, Stanford University, Stanford, CA 94305‐5015, U.S.A.;2. tadashih@stanford.edu;3. The author wishes to thank two co‐editors and the anonymous referees for insightful suggestions. The author is also grateful to Yuliy Sannikov, Michihiro Kandori, Huiyu Li, Semyon Malamud for helpful discussions and comments. The author acknowledges financial support from the Japan Society for the Promotion of Science. |
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| Abstract: | Sannikov (2007) investigated properties of perfect public equilibria in continuous‐time repeated games. This note points out that the proof of Lemma 6, required for the proof of the main theorem (Theorem 2), contains an error in computing a Hessian matrix. A correct proof of Lemma 6 is provided using an additional innocuous assumption and a generalized version of Lemma 5. |
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| Keywords: | Repeated games continuous time Brownian motion |
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