International Journal of Game Theory

, Volume 27, Issue 3, pp 343–357 | Cite as

The speed of convergence in repeated games with incomplete information on one side

  • Jean-François Mertens

Abstract.

In a repeated two-person zero-sum game with incomplete information on one side, the values v n of the n-stage games converge to the value v ∞ of the infinite game with worst case error ∼(ln n/n)1/3.

Key words: Game non-cooperative two-person zero-sum repeated incomplete- asymmetric- private- differential information general information functions error term speed of convergence 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1998

Authors and Affiliations

  • Jean-François Mertens
    • 1
  1. 1.CORE, Université Catholique de Louvain, 34, Voie du Roman-Pays, B-1348 Louvain-La-Neuve, Belgium (e-mail: jfm@core.ucl.ac.be)BE

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