The speed of convergence in repeated games with incomplete information on one side

Jean-François Mertens

International Journal of Game Theory, 1998, vol. 27, issue 3, 343-357

Abstract: In a repeated two-person zero-sum game with incomplete information on one side, the values vn of the n-stage games converge to the value v\infty of the infinite game with worst case error \sim(ln n/n)1/3.

Keywords: Game; ·; non-cooperative; ·; two-person; ·; zero-sum; ·; repeated; ·; incomplete-; ·; asymmetric-; ·; private-; ·; differential; information; ·; general; information; functions; ·; error; term; ·; speed; of; convergence (search for similar items in EconPapers)
Date: 1998-11-02
Note: Received February 1995/Revised Version May 1997
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Citations: View citations in EconPapers (6)

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Related works:
Working Paper: The speed of convergence in repeated games with incomplete information on one side (1998)
Working Paper: The Speed of Convergence in Repeated Games with Incomplete Information on One Side (1995)
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