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The L-P formulation of finite zero sum games with incomplete information

Author

Listed:
  • Jean-Pierre Ponssard

    (X-DEP-ECO - Département d'Économie de l'École Polytechnique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris)

  • Sylvain Sorin

    (X-DEP-ECO - Département d'Économie de l'École Polytechnique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris, C&O - Equipe combinatoire et optimisation - IMJ-PRG (UMR_7586) - Institut de Mathématiques de Jussieu - Paris Rive Gauche - UPMC - Université Pierre et Marie Curie - Paris 6 - UPD7 - Université Paris Diderot - Paris 7 - CNRS - Centre National de la Recherche Scientifique)

Abstract

This paper gives the LP formulation for finite zero sum games with incomplete information using Bayesian mixed strategies. This formulation is then used to derive general properties for the value of such games, the well known concave-convex property but also the piecewise bilinearity. These properties may offer considerable help for computational purposes but also provide structural guidelines for the analysis of special classes of games with incomplete information.

Suggested Citation

  • Jean-Pierre Ponssard & Sylvain Sorin, 1980. "The L-P formulation of finite zero sum games with incomplete information," Post-Print hal-00364266, HAL.
    • Handle: RePEc:hal:journl:hal-00364266
    DOI: 10.1007/BF01769767
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    Cited by:

    1. Marcel Dreef & Peter Borm, 2006. "On the role of chance moves and information in two-person games," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 14(1), pages 75-98, June.
    2. Dhruva Kartik & Ashutosh Nayyar, 2021. "Upper and Lower Values in Zero-Sum Stochastic Games with Asymmetric Information," Dynamic Games and Applications, Springer, vol. 11(2), pages 363-388, June.
    3. Erik J Schlicht & Shinsuke Shimojo & Colin F Camerer & Peter Battaglia & Ken Nakayama, 2010. "Human Wagering Behavior Depends on Opponents' Faces," PLOS ONE, Public Library of Science, vol. 5(7), pages 1-10, July.

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