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

Author

Listed:
  • Jean-FranÚois Mertens

    (CORE, UniversitÊ Catholique de Louvain, 34, Voie du Roman-Pays, B-1348 Louvain-La-Neuve, Belgium)

Abstract

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.

Suggested Citation

  • Jean-FranÚois Mertens, 1998. "The speed of convergence in repeated games with incomplete information on one side," International Journal of Game Theory, Springer;Game Theory Society, vol. 27(3), pages 343-357.
    • Handle: RePEc:spr:jogath:v:27:y:1998:i:3:p:343-357
    Note: Received February 1995/Revised Version May 1997
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    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications,, Elsevier.
    2. Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2011. "Belief-free equilibria in games with incomplete information: Characterization and existence," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1770-1795, September.
    3. Hörner, Johannes & Takahashi, Satoru, 2016. "How fast do equilibrium payoff sets converge in repeated games?," Journal of Economic Theory, Elsevier, vol. 165(C), pages 332-359.
    4. Bernard De Meyer & Dinah Rosenberg, 1999. "“Cav u” and the Dual Game," Mathematics of Operations Research, INFORMS, vol. 24(3), pages 619-626, August.
    5. Meng, Delong, 2021. "On the value of repetition for communication games," Games and Economic Behavior, Elsevier, vol. 127(C), pages 227-246.

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