Solution for a class of repeated games without a recursive structure (Q794937)

There are two 2\(\times 2\) payoff matrices from which the referee choses with a probability P the true one before the game begins. Both players do not know this choice, but to every payoff matrix a matrix of signals matches so that at every stage of the game both players receive a signal corresponding to their strategic choices. The referee accumulates player 1's gains in the course of the game but does not inform the players of these gains. They can know the total sum only after the game is finished. A solution of the game is described.