Miscellaneous - Supplementary material for “Games With Imperfectly Observable Actions
in Continuous Time”
YULIY SANNIKOV
Description:
The following supplement was uploaded after the first appearance of the article on December 18, 2007.
The following files numerically implement the algorithm of Section 8 to find the set of equilibrium payoffs for the examples of the noisy partnership (scriptpd.m) and duopoly (script_duopoly.m). Differential equations are solved using the 4th-order Runge Kutta method. Figures 11, 12 and 13 in the paper are based on the outputs of these files.