Technical Overview: Stochastic Games with Private Beliefs

From a methodological perspective, my work has been able to successfully handle private information in the form of private beliefs, a well-known hurdle present in stochastic games that arise in dynamic games exhibiting incomplete information and imperfect monitoring.

The progression starts from settings where changes in such form of private information do not affect behavior, and it finalizes in settings where private second-order inferences are used for characterizing behavior.

Incomplete Information Diagram Gonzalo Cisternas4