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Infinite Sequential Games with Perfect but Incomplete Information

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  • Itai Arieli
  • Yehuda (John) Levy

Abstract

Infinite sequential games, in which Nature chooses a Borel winning set and reveals it to one of the players, do not necessarily have a value if Nature has 3 or more choices. The value does exist if Nature has 2 choices. The value also does not necessarily exist if Nature chooses from 2 Borel payoff functions. Similarly, if Player 1 chooses the Borel winning set and does not reveal his selection to Player 2, then the game does not necessarily have a value if there are 3 or more choices; it does have a value if there are only 2 choices. If Player 1 chooses from 2 Borel payoff functions and does not reveal his choice, the game need not have a value either.

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Bibliographic Info

Paper provided by The Center for the Study of Rationality, Hebrew University, Jerusalem in its series Discussion Paper Series with number dp524.

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Length: 9 pages
Date of creation: Nov 2009
Date of revision:
Handle: RePEc:huj:dispap:dp524

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  1. Rosenberg, Dinah & Vieille, Nicolas, 2000. "The Maxmin of Recursive Games with Incomplete Information on one Side," Economics Papers from University Paris Dauphine 123456789/6231, Paris Dauphine University.
  2. Robert J. Aumann, 1995. "Repeated Games with Incomplete Information," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262011476, December.
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