We consider the large class of dynamic games in which each player’s actions are unobservable to the other players, and each player’s actions can influence a state variable that is unobservable to the other players. We develop an algorithm that solves for the subset of sequential equilibria in which equilibrium strategies are Markov in the privately observed state.
Published in: _Journal of Economic Theory_ (Vol. 98, No. 1, May 2001, pp. 114-126), https://doi.org/10.1006/jeth.2000.2695.