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The speed of convergence in repeated games with incomplete information on one side

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Author Info
Jean-FranÚois Mertens () (CORE, UniversitÊ Catholique de Louvain, 34, Voie du Roman-Pays, B-1348 Louvain-La-Neuve, Belgium)

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Abstract

In a repeated two-person zero-sum game with incomplete information on one side, the values vn of the n-stage games converge to the value v\infty of the infinite game with worst case error \sim(ln n/n)1/3.

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Publisher Info
Article provided by Springer in its journal International Journal of Game Theory.

Volume (Year): 27 (1998)
Issue (Month): 3 ()
Pages: 343-357
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Handle: RePEc:spr:jogath:v:27:y:1998:i:3:p:343-357

Note: Received February 1995/Revised Version May 1997
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Related research
Keywords: Game · non-cooperative · two-person · zero-sum · repeated · incomplete- · asymmetric- · private- · differential information · general information functions · error term · speed of convergence;

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