IDEAS home Printed from
MyIDEAS: Login to save this article or follow this journal

The value of two-person zero-sum repeated games with incomplete information and uncertain duration

  • Abraham Neyman


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.

(This abstract was borrowed from another version of this item.)

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL:
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

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

Volume (Year): 41 (2012)
Issue (Month): 1 (February)
Pages: 195-207

in new window

Handle: RePEc:spr:jogath:v:41:y:2012:i:1:p:195-207
Contact details of provider: Web page:

Order Information: Web:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

as in new window
  1. Mertens, J.-F. & Neyman, A., . "Stochastic games," CORE Discussion Papers RP 454, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015. "Repeated Games," Cambridge Books, Cambridge University Press, number 9781107662636, October.
    • Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015. "Repeated Games," Cambridge Books, Cambridge University Press, number 9781107030206, October.
  3. 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.
  4. Abraham Neyman & Sylvain Sorin, 2010. "Repeated games with public uncertain duration process," International Journal of Game Theory, Springer, vol. 39(1), pages 29-52, March.
  5. 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.
  6. 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.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:spr:jogath:v:41:y:2012:i:1:p:195-207. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)

or (Christopher F Baum)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.