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A Game of Martingales. (arXiv:1811.11664v1 [math.PR])

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We consider a two player dynamic game played over $T \leq \infty$ periods. In each period each player chooses any probability distribution with support on $[0, 1]$ with a given mean, where the mean is the realized value of the draw from the previous period. The player with the highest realization in the period achieves a payoff of $1$, and the other player, $0$; and each player seeks to maximize the discounted sum of his per-period payoffs over the whole time horizon. We solve for the unique subgame perfect equilibrium of this game, and establish properties of the equilibrium strategies and payoffs in the limit.


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