An algorithm for two-player repeated games with imperfect public monitoring

2024/11/03 by Jasmina Karabegovic, Karabegovic, Jasmina
Computer Science · Decision Sciences · #Artificial Intelligence in Games #FOS: Economics and business #Game Theory and Applications #Optimization and Search Problems #Theoretical Economics (econ.TH)

paper · pdf · doi:10.48550/arxiv.2411.01566

openalex publication_date 2024/11/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This paper introduces an explicit algorithm for computing perfect public equilibrium (PPE) payoffs in repeated games with imperfect public monitoring, public randomization, and discounting. The method adapts the established framework by Abreu, Pearce, and Stacchetti (1990) into a practical tool that balances theoretical accuracy with computational efficiency. The algorithm simplifies the complex task of identifying PPE payoff sets for any given discount factor δ. A stand-alone implementation of the algorithm can be accessed at: https://github.com/jasmina-karabegovic/IRGames.git.

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