Sandomirskiy, Fedor - In: International Journal of Game Theory 43 (2014) 4, pp. 767-789
The famous theorem of R. Aumann and M. Maschler states that the sequence of values of an <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$N$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>N</mi> </math> </EquationSource> </InlineEquation>-stage zero-sum game <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\varGamma _N(\rho )$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <msub> <mi mathvariant="italic">Γ</mi> <mi>N</mi> </msub> <mrow> <mo stretchy="false">(</mo> <mi mathvariant="italic">ρ</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </math> </EquationSource> </InlineEquation> with incomplete information on one side and prior distribution <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$\rho $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi mathvariant="italic">ρ</mi> </math> </EquationSource> </InlineEquation> converges as <InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$N\rightarrow \infty $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mi>N</mi>...</mrow></math></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>
