Nonzero-Sum Two-Person Repeated Games with Incomplete
Information
Sergiu Hart
Abstract
Characterization of all equilibria of nonzero-sum two-person repeated games
with incomplete information, in the standard one-sided information case.
Informally, each such equilibrium is described by a sequence of
communications between the players (consisting of information transmission
and coordination), leading to some individually rational outcome. Formally,
the concept of a bi-martingale is introduced.
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Mathematics of Operations Research
10 (1985), 1, 117-153
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Game and Economic Theory, Sergiu Hart and Abraham Neyman
(editors), The University of Michigan Press (1995), 139-175