The Value of Two-Person Zero-Sum Repeated Games with Incomplete Information and Uncertain Duration

%A Abraham Neyman %XIt is known that the value of a zero-sum infinitely repeated game with incomplete information on both sides need not exist. It is proved that any number between the minmax and the maxmin of the zero-sum infinitely repeated game with incomplete information on both sides is the value of the long finitely repeated game where players' information about the uncertain number of repetitions is asymmetric.

%B International Journal of Game Theory %V 41 %P 195-207 %G eng