Abstract
This paper gives the LP formulation for finite zero sum games with incomplete information using Bayesian mixed strategies. This formulation is then used to derive general properties for the value of such games, the well known concave-convex property but also the “piecewise bilinearity”. These properties may offer considerable help for computational purposes but also provide structural guidelines for the analysis of special classes of games with incomplete information.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
Aumann, R.J., andM. Maschler: Repeated Games with Incomplete Information: a Survey of Recent Results. Report to the U.S. A.C.D.A., ST-116, Chapter III, prepared by Mathematica, Princeton, N.J., 1967.
-: Repeated Games of Incomplete Information: the Zero-Sum Extensive Case, Report to the U.S. A.C.D.A., ST-143, Chapter III, prepared by Mathematica, Princeton, N.J., 1968.
Mertens, J.F., andS. Zamir: The Value of Two-Person Zero-Sum Repeated Games with Lack of Information on Both Sides. International Journal of Game Theory1, 1971–1972, 39–64.
Ponssard, J.P.: Zero-Sum Games with Almost Perfect Information. Management Science21, 1975a, 794–805.
—: A Note on the LP Formulation of Zero-Sum Sequential Games with Incomplete Information. International Journal of Game Theory4, 1975b, 1–5.
Author information
Authors and Affiliations
Additional information
This work has been partially supported by Contract C.O.R.D.E.S. 136-77. We are indebted to Louis Billera and Pierre Levine for stimulating discussions on this subject at the Fourth International Workshop on Game Theory (Cornell University, June 1978).
Rights and permissions
About this article
Cite this article
Ponssard, J.P., Sorin, S. The LP formulation of finite zero-sum games with incomplete information. Int J Game Theory 9, 99–105 (1980). https://doi.org/10.1007/BF01769767
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF01769767