Neyman A.
From Markov chains to stochastic games . In:
Neyman A, Sorin S Kluwer Academic Publishers . 2003rd ed. Dordrecht / Boston / London: Kluwer Academic Publishers ; 2003. pp. 9--25.
02.pdf Neyman A.
Stochastic games: Existence of the minmax . In:
Neyman A, Sorin S Kluwer Academic Publishers. Kluwer Academic Publishers ; 2003. pp. 173--193.
11.pdf Neyman A.
Real algebraic tools in stochastic games . In:
Neyman A, Sorin S Kluwer Academic Publishers. Kluwer Academic Publishers ; 2003. pp. 58--75.
06.pdf Neyman A.
Stochastic games and nonexpansive maps . In:
Neyman A, Sorin S Stochastic Games. Kluwer Academic Publishers ; 2003. pp. 397--415.
26.pdf Neyman A, Mertens JF.
A value on `AN. International Journal of Game Theory. 2003 : 109-120.
AbstractWe prove here the existence of a value (of norm 1) on the spaces 'NA and even 'AN, the closure in the variation distance of the linear space spanned by all games f°µ, where µ is a non-atomic, non-negative finitely additive measure of mass 1 and f a real-valued function on [0,1] which satisfies a much weaker continuity at zero and one.
Paper Neyman A, Bavly G.
Online Concealed Correlation by Boundedly Rational Players. Center for the Study of Rationality, DP336. 2003 :DP-336.
AbstractIn a repeated game with perfect monitoring, correlation among a group of players may evolve in the common course of play (online correlation). Such a correlation may be concealed from a boundedly rational player. The feasibility of such online concealed correlation'' is quantified by the individually rational payoff of the boundedly rational player. We show that ``strong'' players, i.e., players whose strategic complexity is less stringently bounded, can orchestrate online correlation of the actions of ``weak'' players, in a manner that is concealed from an opponent of ``intermediate'' strength. The result is illustrated in two models, each captures another aspect of bounded rationality. In the first, players use bounded recall strategies. In the second, players use strategies that are implementable by finite automata.
Paper Gossner O, Hernandez P, Neyman A.
Online Matching Pennies. Center for the Study of Rationality, Discussion Paper 316 . 2003.
AbstractWe study a repeated game in which one player, the prophet, acquires more information than another player, the follower, about the play that is going to be played. We characterize the optimal amount of information that can be transmitted online by the prophet to the follower, and provide applications to repeated games played by finite automata, and by players with bounded recall.
Paper Neyman A, Sorin S.
Stochastic Games and Applications. NATO ASI series. Kluwer Academic Publishers; 2003.