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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