Article

Optimal Strategies in Zero-Sum Repeated Games with Incomplete Information: The Dependent Case

Fabien Gensbittel et Miquel Oliu-Barton

Résumé

Using the duality techniques introduced by De Meyer (Math Oper Res 21:209–236, 1996a, Math Oper Res 21:237–251, 1996b), Rosenberg (Int J Game Theory 27:577–597, 1998) and De Meyer and Marino (Cahiers de la MSE 27, 2005) provided an explicit construction for optimal strategies in repeated games with incomplete information on both sides, in the independent case. In this note, we extend both the duality techniques and the construction of optimal strategies to the dependent case.

Référence

Fabien Gensbittel et Miquel Oliu-Barton, « Optimal Strategies in Zero-Sum Repeated Games with Incomplete Information: The Dependent Case », Dynamic Games and Applications, vol. 10, février 2020, p. 819–835.

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Publié dans

Dynamic Games and Applications, vol. 10, février 2020, p. 819–835