Simon, Leo K.; Stinchcombe, Maxwell B. Extensive form games in continuous time: pure strategies. (English) Zbl 0693.90106 Econometrica 57, No. 5, 1171-1214 (1989). The authors discuss extensive form games in continuous time where the agents are restricted to choose pure strategies. A new framework for modelling such games is proposed. The authors discuss mutual relations between the games in discrete and continuous time, and the problem of the “convergence” between them is considered. It is shown for the constructed continuous-like model that there is a strong conformity to discrete-time models. The results obtained in the paper describe possibilities of approximating continuous-time games and their equilibria by discrete-time ones. Reviewer: T.Radzik Cited in 1 ReviewCited in 45 Documents MSC: 91A20 Multistage and repeated games 91A10 Noncooperative games 91A18 Games in extensive form Keywords:subgame perfection; equilibria; limits of discrete-time games; iterated dominance; approximation; extensive form games; continuous time PDFBibTeX XMLCite \textit{L. K. Simon} and \textit{M. B. Stinchcombe}, Econometrica 57, No. 5, 1171--1214 (1989; Zbl 0693.90106) Full Text: DOI