2 papers
math.OC2023
Guessing a Random Function and Repeated Games in Continuous Time
Catherine Rainer, Eilon Solan
We study a game where one player selects a random function, and the other has to guess that function, and show that with high probability the second player can correctly guess most…
math.OC2023
Mean Field Games in a Stackelberg problem with an informed major player
Philippe Bergault, Pierre Cardaliaguet, Catherine Rainer
We investigate a stochastic differential game in which a major player has a private information (the knowledge of a random variable), which she discloses through her control to a p…