The paper introduces a noise-state recursive representation for finite-player dynamic games with dispersed private information, yielding explicit equilibrium characterizations in continuous-time LQG settings.
Efficient use of information and social value of information.Econometrica, 75(4):1103–1142
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Forecasting and Manipulating the Forecasts of Others
The paper introduces a noise-state recursive representation for finite-player dynamic games with dispersed private information, yielding explicit equilibrium characterizations in continuous-time LQG settings.