Zero-sum sequential games with incomplete information
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Repeated zero-sum two-person games of incomplete information on one side are considered. If the one-shot game is played sequentially, the informed player moving first, it is proved that the value of then-shot game is constant inn and is equal to the concavification of the game in which the informed player disregards his extra information. This is a strengthening ofAumann andMaschler's results for simultaneous games. Optimal strategies for both players are constructed explicitly.
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