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Some results on the existence of Nash equilibria for non-zero sum games with incomplete information

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Abstract

We prove the existence of Nash equilibria for two person non-zero sum repeated games with lack of information on one side and two states of nature.

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References

  • Aumann, R.J., andM. Maschler: Game Theoretic Aspects of Gradual Disarmament. Development of Utility Theory for Arms and Control and Disarmament, Chap. V, Report to the U.S. A.C.D.A., Contract S.T. 80, prepared by Mathematica, Princeton, N.J. 1966.

  • -: Repeated Games with Incomplete Information: A Survey of Recent Results. Models of Gradual Reduction of Arms. Chap. III, Report to the U.S. A.C.D.A., Contract S.T. 116, prepared by Mathematica, Princeton N.J. 1967.

  • Aumann, R.J., M. Maschler, andR.E. Stearns: Repeated Games of Incomplete Information: An Approach to the Non-Zero-Sum Case. The Indirect Measurement of Utility, Chap. IV, Report to the U.S. A.C.D.A., Contract S.T. 143, prepared by Mathematica, Princeton, N.J. 1968.

  • Sorin, S.: Une introduction aux jeux répétés à deux joueurs, à somme nulle et à information incomplàte Cahiers du Groupe de Mathématiques Economiques no. 1, Laboratoire d'Econométrie, Université Paris VI, Paris 1979. (English Version: I.M.S.S.S. Stanford University, TR 312, 1980).

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  • Stearns, R.E.: A Formal Information Concept for Games with Incomplete Information. Models of Gradual Reduction of Arms, Chap. IV, Report to the U.S. A.C.D.A., Contract S.T. 116, prepared by Mathematica, Princeton, N.J. 1967.

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A first version of this paper was written in June 1980 at the Institute for Advanced Studies (Jerusalem). I am greatly indebted to S. Zamir for very stimulating discussions on this subject.

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Sorin, S. Some results on the existence of Nash equilibria for non-zero sum games with incomplete information. Int J Game Theory 12, 193–205 (1983). https://doi.org/10.1007/BF01769090

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