Title
The game for the speed of convergence in repeated games of incomplete information
Abstract
We consider an infinitely repeated two-person zero-sum game with incomplete information on one side, in which the maximizer is the (more) in- formed player. Such games have value vyð pÞ for all 0 a p a 1. The informed player can guarantee that all along the game the average payoper stage will be greater than or equal to vyðpÞ (and will converge from above to vyðpÞ if the minimizer plays optimally). Thus there is a conflict of interest between the two players as to the speed of convergence of the average payos-to the value vyð pÞ. In the context of such repeated games, we define a game for the speed of convergence, denoted SGyðpÞ, and a value for this game. We prove that the value exists for games with the highest error term, i.e., games in which vnðpÞ� vyðpÞ is of the order of magnitude of 1ffiffi n
Year
DOI
Venue
2003
10.1007/s001820200101
Int. J. Game Theory
Keywords
Field
DocType
Key words: Repeated Games,Incomplete Information,Variation of Bounded martingales.
Welfare economics,Combinatorial game theory,Martingale (probability theory),Mathematical economics,Repeated game,Symmetric game,Bondareva–Shapley theorem,Sequential game,Example of a game without a value,Mathematics,Stochastic game
Journal
Volume
Issue
ISSN
31
2
0020-7276
Citations 
PageRank 
References 
1
0.40
0
Authors
2
Name
Order
Citations
PageRank
irit nowik183.08
shmuel zamir26915.94