The value of two-person zero-sum repeated games with lack of information on both sides

Jean Francois Mertens, Shmuel Zamir

Research output: Contribution to journalArticlepeer-review

99 Scopus citations

Abstract

We consider repeated two-person zero-sum games in which each player has only partial information about a chance move that takes place at the beginning of the game. Under some conditions on the information pattern it is proved that {Mathematical expression} exists, vn being the value of the game with n repetitions. Two functional equations are given for which {Mathematical expression} is the only simultaneous solutions. We also find the least upper bound for the error term {Mathematical expression}.

Original languageEnglish
Pages (from-to)39-64
Number of pages26
JournalInternational Journal of Game Theory
Volume1
Issue number1
DOIs
StatePublished - Dec 1971

Fingerprint

Dive into the research topics of 'The value of two-person zero-sum repeated games with lack of information on both sides'. Together they form a unique fingerprint.

Cite this