Optimal strategies in repeated games with incomplete information: the dependent case

Fabien Gensbittel (1) , Miquel Oliu-Barton (2)

1 GREMAQ - Groupe de recherche en économie mathématique et quantitative
2 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision

Using the duality techniques introduced by De Meyer (1996a, 1996b), De Meyer and Marino (2005) provided optimal strategies for both players in finitely repeated games with incomplete information on two sides, in the independent case. In this note, we extend both the duality techniques and the construction of optimal strategies to the case of general type dependence.

Mots clés: duality; repeated games; incomplete information; duality

Domaines: Optimisation et contrôle [math.OC]

Fabien Gensbittel, Miquel Oliu-Barton. Optimal strategies in repeated games with incomplete information: the dependent case. 2014. ⟨hal-01091666v2⟩