Repeated Games with Incomplete Information on Both Sides

Authors: 
Mor Amitai
Abstract: 

We analyze the set of equilibria of two-person repeated games with incomplete information on both sides. We show that each equilibrium generates a martingale with certain properties. Moreover, for games, satisfying a certain condition that we call "tightness", it is shown that the converse also holds: each such martingale generates an equilibrium.

Date: 
June, 1996
Published in: 
Number: 
105