Abstract
This is the second paper on a class of stochastic games with incomplete information. As inSorin [1984] we prove the existence of the asymptotic value (limv n ) of the maxim and of the minmax although the infinite value may not exist. Nevertheless the results and the tools used are rather different from the previous case.
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This paper was written during a visit at Core. (CORE DR 8229).
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Sorin, S. “Big match” with lack of information on one side (Part II). Int J Game Theory 14, 173–204 (1985). https://doi.org/10.1007/BF01756391
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DOI: https://doi.org/10.1007/BF01756391