Abstract
We consider repeated two-person zero-sum games in which each player has only partial information about a chance move that takes place at the beginning of the game. Under some conditions on the information pattern it is proved that\(\mathop {\lim }\limits_{n \to \infty } v_n\) exists,v n being the value of the game withn repetitions. Two functional equations are given for which\(\mathop {\lim }\limits_{n \to \infty } v_n\) is the only simultaneous solutions. We also find the least upper bound for the error term\(\left| {v_n - \mathop {\lim }\limits_{n \to \infty } v_n } \right|\).
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References
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Additional information
This research was done during the visit of J. F.Mertens to the Institute of Mathematics of the Hebrew University of Jerusalem, March–April, 1970.
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Mertens, JF., Zamir, S. The value of two-person zero-sum repeated games with lack of information on both sides. Int J Game Theory 1, 39–64 (1971). https://doi.org/10.1007/BF01753433
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DOI: https://doi.org/10.1007/BF01753433