Duality and optimal strategies in the finitely repeated zero-sum games with incomplete information on both sides

Bernard De Meyer and Alexandre Marino ()
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Alexandre Marino: CERMSEM

Cahiers de la Maison des Sciences Economiques from Université Panthéon-Sorbonne (Paris 1)

Abstract: The recursive formula for the value of the zero-sum repeated games with incomplete information on both sides is known for a long time. As it is explained in the paper, the usual proof of this formula is in a sense non constructive: it just claims that the players are unable to guarantee a better payoff than the one prescribed by formula, but it does not indicates how the players can guarantee this amount. In this paper we aim to give a constructive approach to this formula using duality techniques. This will allow us to recursively describe the optimal strategies in those games and to apply these results to games with infinite action spaces

Keywords: Repeated games; dual games; incomplete information; recurrence formula (search for similar items in EconPapers)
Pages: 17 pages
Date: 2005-03
New Economics Papers: this item is included in nep-gth
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)

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Working Paper: Duality and optimal strategies in the finitely repeated zero-sum games with incomplete information on both sides (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:mse:wpsorb:b05027

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