Article

Optimal Strategies in Zero-Sum Repeated Games with Incomplete Information: The Dependent Case

Fabien Gensbittel, and Miquel Oliu-Barton

Abstract

Using the duality techniques introduced by De Meyer (Math Oper Res 21:209–236, 1996a, Math Oper Res 21:237–251, 1996b), Rosenberg (Int J Game Theory 27:577–597, 1998) and De Meyer and Marino (Cahiers de la MSE 27, 2005) provided an explicit construction for optimal strategies in repeated games with incomplete information on both sides, in the independent case. In this note, we extend both the duality techniques and the construction of optimal strategies to the dependent case.

Reference

Fabien Gensbittel, and Miquel Oliu-Barton, Optimal Strategies in Zero-Sum Repeated Games with Incomplete Information: The Dependent Case, Dynamic Games and Applications, vol. 10, February 2020, pp. 819–835.

See also

Published in

Dynamic Games and Applications, vol. 10, February 2020, pp. 819–835