Citation:
Neyman, A. . (2009). Value of Two-Person Zero-Sum Repeated Games with Incomplete Information and Uncertain Duration, The. Discussion Papers. presented at the 5. Retrieved from /files/dp512.pdf
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.