Citation:
Amitai, M. . (1996). Repeated Games with Incomplete Information on Both Sides. Discussion Papers. presented at the 6. Retrieved from /files/dp105.pdf
Abstract:
We analyze the set of equilibria of two-person repeated games with incomplete information on both sides. We show that each equilibrium generates a martingale with certain properties. Moreover, for games, satisfying a certain condition that we call "tightness", it is shown that the converse also holds: each such martingale generates an equilibrium.