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Extensive form games in continuous time: pure strategies. (English) Zbl 0693.90106

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

MSC:

91A20 Multistage and repeated games
91A10 Noncooperative games
91A18 Games in extensive form
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