Citation:
Neyman, Abraham . “Value Of Two-Person Zero-Sum Repeated Games With Incomplete Information And Uncertain Duration, The”. Discussion Papers 2009. Web.
Abstract:
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.