“Eventually revealing” repeated games with incomplete information

We consider two person zero-sum games with lack of information on one side given by two 2×2-matricesA1 andA2 for which val [pA1 +(1−p)A2]=p valA1+(1−p) valA2. Using the approach developed by Heuer [1991] we give the explicit solution for all such finitely repeated games. It provides a supplement to the recent results on the limiting behavior of the value for these games (see Mertens, Sorin and Zamir [1990], De Meyer [1989], [1993]).