Guessing a random function and repeated games in continuous time

Catherine Rainer, Eilon Solan

Research output: Contribution to journalArticlepeer-review

Abstract

We study a game where one player selects a random function and the other guesses that function, and show that with high probability the second player can correctly guess most of the random function. We apply this analysis to continuous-time repeated games played with mixed strategies with delay, identify good responses of a player to any strategy profile of her opponents, and show that each player's minmax value coincides with her minmax value in pure strategies of the one-shot game.

Original languageEnglish
Article number107120
JournalOperations Research Letters
Volume54
DOIs
StatePublished - May 2024

Keywords

  • Continuous time games
  • Random strategies with delay
  • Repeated games
  • Value

All Science Journal Classification (ASJC) codes

  • Software
  • Management Science and Operations Research
  • Industrial and Manufacturing Engineering
  • Applied Mathematics

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