The LP formulation of finite zero-sum games with incomplete information |
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Authors: | J -P Ponssard S Sorin |
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Institution: | 1. Ecole Polytechnique, Centre de Recherche en Gestion, 17, rue Descartes, F-75005, Paris 2. Laboratoire d'Econométrie, Université Paris VI, 4, Place Jussieu, F-75230, Paris Cedex 05
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Abstract: | This paper gives the LP formulation for finite zero sum games with incomplete information using Bayesian mixed strategies. This formulation is then used to derive general properties for the value of such games, the well known concave-convex property but also the “piecewise bilinearity”. These properties may offer considerable help for computational purposes but also provide structural guidelines for the analysis of special classes of games with incomplete information. |
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