The speed of convergence in repeated games with incomplete information on one side

The speed of convergence in repeated games with incomplete information on one side

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Article ID: iaor2000383
Country: Germany
Volume: 27
Issue: 3
Start Page Number: 343
End Page Number: 357
Publication Date: Jan 1998
Journal: International Journal of Game Theory
Authors:
Abstract:

In a repeated two-person zero-sum game with incomplete information on one side, the values vn of the n-stage games converge to the value of v∞ of the infinite game with worst case error ∼(ln n/n)1/3.

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