Zero-sum sequential games with incomplete information |
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| Authors: | Jean -Pierre Ponssard Shmuel Zamir |
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| Institution: | 1. école polytechnique, Groupe de recherche en gestion des organisations, 17, rue Descartes, Paris Ve, France
2. Department of Mathematics, University of California, Los Angeles, 405 Hilgard Ave., 90024, Los Angeles, Cal., USA
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| Abstract: | Repeated zero-sum two-person games of incomplete information on one side are considered. If the one-shot game is played sequentially, the informed player moving first, it is proved that the value of then-shot game is constant inn and is equal to the concavification of the game in which the informed player disregards his extra information. This is a strengthening ofAumann andMaschler's results for simultaneous games. Optimal strategies for both players are constructed explicitly. |
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