The LP formulation of finite zero-sum games with incomplete information

@article{Ponssard1980TheLF,
  title={The LP formulation of finite zero-sum games with incomplete information},
  author={Jean Pierre Ponssard and Sylvain Sorin},
  journal={International Journal of Game Theory},
  year={1980},
  volume={9},
  pages={99-105}
}
This paper gives the LP formulation for finite zero sum games with incomplete information using Bayesian mixed strategies. This formulation is then used to derive general properties for the value of such games, the well known concave-convex property but also the “piecewise bilinearity”. These properties may offer considerable help for computational purposes but also provide structural guidelines for the analysis of special classes of games with incomplete information. 

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References

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Zero-sum games with incomplete information are formulated as linear programs in which the players' behavioral strategies appear as primal and dual variables. Known properties for these games may then

Zero-Sum Games with “Almost” Perfect Information

The present paper generalizes the concept of perfect information to games in which the players, while moving sequentially, remain uncertain about the actual payoff of the game because of an initial

The value of two-person zero-sum repeated games with lack of information on both sides

AbstractWe consider repeated two-person zero-sum games in which each player has only partial information about a chance move that takes place at the beginning of the game. Under some conditions on