Abstract
Fix a zero-sum repeated game Γ with incomplete information on both sides. It is known that the value of the infinitely repeated game Γ∞ need not exist (Aumann and Maschler 1995). It is proved that any number between the minmax and the maxmin of Γ∞ is the value of a long finitely repeated game Γ n where players’ information about the uncertain number of repetitions n is asymmetric.
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References
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Neyman, A. The value of two-person zero-sum repeated games with incomplete information and uncertain duration. Int J Game Theory 41, 195–207 (2012). https://doi.org/10.1007/s00182-011-0281-y
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DOI: https://doi.org/10.1007/s00182-011-0281-y