Abstract:Abstract. We consider repeated zero-sum games with incomplete information on the side of Player 2 with the total payoff given by the non-normalized sum of stage gains. In the classical examples the value V N of such an N -stage game is of the order of N or √ N as N → ∞.Our aim is to find what is causing another type of asymptotic behavior of the value V N observed for the discrete version of the financial market model introduced by De Meyer and Saley. For this game Domansky and independently De Meyer with Mari… Show more
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