The speed of convergence in repeated games with incomplete information on one side

In a repeated two-person zero-sum game with incomplete information on one side, the values vn of the n-stage games converge to the value v\infty of the infinite game with worst case error \sim(ln n/n)1/3.

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Year of publication:	1998-11-02
Authors:	Mertens, Jean-FranÚois
Published in:	International Journal of Game Theory. - Springer. - Vol. 27.1998, 3, p. 343-357
Publisher:	Springer
Subject:	Game \| non-cooperative \| two-person \| zero-sum \| repeated \| incomplete- \| asymmetric- \| private- \| differential information \| general information functions \| error term \| speed of convergence

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Extent:	application/pdf
Type of publication:	Article
Notes:	Received February 1995/Revised Version May 1997
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005375580