单边不完全信息重复博弈与尾部可测收益的极大极小值

The maxmin value of repeated games with incomplete information on one side and tail-measurable payoffs

Journal of Mathematical Economics · 2026
被引 0 · 同刊同年前 10%
人大 A-ABS 3

中文导读

研究了单边不完全信息下、收益函数为尾部可测的两人零和重复博弈,证明了极大极小值等于非揭示博弈值函数的凹化,并举例说明此时博弈值可能不存在。

Abstract

We study two-player zero-sum repeated games with incomplete information on one side, where the payoff function is tail measurable (and not necessarily the long-run average payoff). We show that the maxmin value equals the concavification of the value function of the non-revealing game. In addition, we provide an example demonstrating that, under tail-measurable payoffs, the value of the game may fail to exist.

非完全信息重复博弈尾可测收益最大最小值凹化