Decision making in stochastic extensive form II: Stochastic extensive forms and games

Fuente: arXiv
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Main Author: Rapsch, E. Emanuel
Format: Preprint
Published: 2024
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author Rapsch, E. Emanuel
author_facet Rapsch, E. Emanuel
contents A general theory of stochastic extensive forms is developed to bridge two concepts of information flow: decision trees and refined partitions on the one side, filtrations from probability theory on the other. Instead of the traditional "nature" agent, this framework uses a single lottery draw to select a tree of a given decision forest. Each "personal" agent receives dynamic updates from an own oracle on the lottery outcome and makes partition-refining choices adapted to this information. This theory addresses a key limitation of existing approaches in extensive form theory, which struggle to model continuous-time stochastic processes, such as Brownian motion, as outcomes of "nature" decision making. Additionally, a class of stochastic extensive forms based on time-indexed action paths is constructed, encompassing a wide range of models from the literature and laying the groundwork for an approximation theory for stochastic differential games in extensive form.
format Preprint
id arxiv_https___arxiv_org_abs_2411_17587
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Decision making in stochastic extensive form II: Stochastic extensive forms and games
Rapsch, E. Emanuel
Theoretical Economics
Optimization and Control
Probability
91A15 (Primary) 91A18, 91B06 (Secondary)
A general theory of stochastic extensive forms is developed to bridge two concepts of information flow: decision trees and refined partitions on the one side, filtrations from probability theory on the other. Instead of the traditional "nature" agent, this framework uses a single lottery draw to select a tree of a given decision forest. Each "personal" agent receives dynamic updates from an own oracle on the lottery outcome and makes partition-refining choices adapted to this information. This theory addresses a key limitation of existing approaches in extensive form theory, which struggle to model continuous-time stochastic processes, such as Brownian motion, as outcomes of "nature" decision making. Additionally, a class of stochastic extensive forms based on time-indexed action paths is constructed, encompassing a wide range of models from the literature and laying the groundwork for an approximation theory for stochastic differential games in extensive form.
title Decision making in stochastic extensive form II: Stochastic extensive forms and games
topic Theoretical Economics
Optimization and Control
Probability
91A15 (Primary) 91A18, 91B06 (Secondary)
url https://arxiv.org/abs/2411.17587