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

Abraham Neyman*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

Fix a zero-sum repeated game Γ with incomplete information on both sides. It is known that the value of the infinitely repeated game Γ need not exist (Aumann and Maschler 1995). It is proved that any number between the minmax and the maxmin of Γ is the value of a long finitely repeated game Γ n where players' information about the uncertain number of repetitions n is asymmetric.

Original languageEnglish
Pages (from-to)195-207
Number of pages13
JournalInternational Journal of Game Theory
Volume41
Issue number1
DOIs
StatePublished - Feb 2012

Keywords

  • Incomplete information
  • Repeated games
  • Uncertain duration

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