The value of two-person zero-sum repeated games with incomplete information and uncertain duration
It is known that the value of a zero-sum infinitely repeated game with incomplete information on both sides need not exist [Aumann Maschler 95]. It is proved that any number between the minmax and the maxmin of the zero-sum infinitely repeated game with incomplete information on both sides is the value of the long finitely repeated game where players' information about the uncertain number of repetitions is asymmetric.
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Volume (Year): 41 (2012)
Issue (Month): 1 (February)
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- Abraham Neyman, 1999. "Cooperation in Repeated Games when the Number of Stages is Not Commonly Known," Econometrica, Econometric Society, vol. 67(1), pages 45-64, January.
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- Abraham Neyman, 2009. "The Maximal Variation of Martingales of Probabilities and Repeated Games with Incomplete Information," Discussion Paper Series dp510, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Mertens, Jean-Francois, 2002.
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in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 47, pages 1809-1832
- Mertens, J.-F. & Neyman, A., . "Stochastic games," CORE Discussion Papers RP 454, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- MERTENS, Jean-François, . "Stochastic games," CORE Discussion Papers RP 1587, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Zamir, Shmuel, 1992. "Repeated games of incomplete information: Zero-sum," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 1, chapter 5, pages 109-154 Elsevier.
- Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015.
Cambridge University Press, number 9781107662636, September.
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