The value of two-person zero-sum repeated games with incomplete information and uncertain duration (Q662277)

This paper deals with a zero-sum repeated game with incomplete information. \textit{R. J. Aumann} and \textit{M. B. Maschler} [Repeated games with incomplete information. With the collaboration of Richard E. Stearns. Cambridge, MA: MIT Press. xviii, 342 p. (1995; Zbl 0972.91501)] have schown that such an infinitely repeated game need not possess a value. The main result states that any number between the minimax and the maxmin of the infinitely repeated game is the value of a certain finitely repeated game in which the information on a number of repetitions is asymmetric to players.