Article ID: | iaor20102046 |
Volume: | 39 |
Issue: | 1 |
Start Page Number: | 29 |
End Page Number: | 52 |
Publication Date: | Mar 2010 |
Journal: | International Journal of Game Theory |
Authors: | Neyman Abraham, Sorin Sylvain |
We consider repeated games where the number of repetitions θ is unknown. The information about the uncertain duration can change during the play of the game. This is described by an uncertain duration process Θ that defines the probability law of the signals that players receive at each stage about the duration. To each repeated game Γ and uncertain duration process Θ is associated the Θ-repeated game ΓΘ. A public uncertain duration process is one where the uncertainty about the duration is the same for all players. We establish a recursive formula for the value