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“Cav u” and the dual game

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  • DE MEYER, Bernard

    (Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium)

  • ROSENBERG, Dinah

    (Laboratoire d'Econométrie de l'Ecole Polytechnique, Paris and Modalx, U.F.R.S.E.G.M.I, Université Paris X-Nanterre)

Abstract

We give an alternative proof of a theorem of Aumann and Maschler [1] that characterizes the limit of the values of finitely repeated games with lack of information on one side as the concavification of the value of the game where none of the players has any information.

Suggested Citation

  • DE MEYER, Bernard & ROSENBERG, Dinah, 1997. "“Cav u” and the dual game," LIDAM Discussion Papers CORE 1997048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1997048
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1997.html
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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. Fabien Gensbittel & Jérôme Renault, 2015. "The Value of Markov Chain Games with Incomplete Information on Both Sides," Mathematics of Operations Research, INFORMS, vol. 40(4), pages 820-841, October.
    3. R. Buckdahn & P. Cardaliaguet & M. Quincampoix, 2011. "Some Recent Aspects of Differential Game Theory," Dynamic Games and Applications, Springer, vol. 1(1), pages 74-114, March.
    4. Pierre Cardaliaguet & Catherine Rainer, 2012. "Games with Incomplete Information in Continuous Time and for Continuous Types," Dynamic Games and Applications, Springer, vol. 2(2), pages 206-227, June.
    5. Fabien Gensbittel, 2015. "Extensions of the Cav( u ) Theorem for Repeated Games with Incomplete Information on One Side," Mathematics of Operations Research, INFORMS, vol. 40(1), pages 80-104, February.
    6. Rida Laraki, 2002. "Repeated Games with Lack of Information on One Side: The Dual Differential Approach," Mathematics of Operations Research, INFORMS, vol. 27(2), pages 419-440, May.
    7. Sylvain Sorin, 2011. "Zero-Sum Repeated Games: Recent Advances and New Links with Differential Games," Dynamic Games and Applications, Springer, vol. 1(1), pages 172-207, March.
    8. Bernard De Meyer & Ehud Lehrer & Dinah Rosenberg, 2010. "Evaluating Information in Zero-Sum Games with Incomplete Information on Both Sides," Mathematics of Operations Research, INFORMS, vol. 35(4), pages 851-863, November.

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