Abstract
For a special class of two-person zero-sum infinitely repeated stochastic games with incomplete information, we prove the existence of the maxmin, minmax and limΝ n . However the value may not exist and moreover maxmin and limΝ n may be transcendental functions.
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Sorin, S. “Big Match” with lack of information on one side (part i). Int J Game Theory 13, 201–255 (1984). https://doi.org/10.1007/BF01769463
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DOI: https://doi.org/10.1007/BF01769463