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Asymptotically optimal strategies in repeated games with incomplete information

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Abstract

It is known that for repeated zero-sum games with incomplete information the limit of the values of theN-stage game exists asN tends to infinity. In this paper strategies are constructed that guarantee in theN-stage game the limit of values up to an error term\(\frac{K}{{\sqrt N }}.\)

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Authors and Affiliations

  1. Frankenweg 8, 4800, Bielefeld 11

    M. Heuer

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  1. M. Heuer
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Heuer, M. Asymptotically optimal strategies in repeated games with incomplete information. Int J Game Theory 20, 377–392 (1992). https://doi.org/10.1007/BF01271132

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  • DOI: https://doi.org/10.1007/BF01271132

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