Abstract
We consider repeated zero-sum games with symmetric incomplete information where at each stage the common signal is either non-revealing or completely revealing. We prove that the sequence of values ofn-stage games converges by approximating the repeated game by a sequence of games in continuous time.
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This paper was written at the Mathematical Sciences Research Institute, Berkeley and supported in part by NSF Grant 8120790. The support of these institutions is gratefully acknowledged.
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Sorin, S. On repeated games without a recursive structure: Existence of limV n . Int J Game Theory 18, 45–55 (1989). https://doi.org/10.1007/BF01248495
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DOI: https://doi.org/10.1007/BF01248495