Abstract
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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This work has been partially supported by Contract C.O.R.D.E.S. 136-77. We are indebted to Louis Billera and Pierre Levine for stimulating discussions on this subject at the Fourth International Workshop on Game Theory (Cornell University, June 1978).
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Ponssard, J.P., Sorin, S. The LP formulation of finite zero-sum games with incomplete information. Int J Game Theory 9, 99–105 (1980). https://doi.org/10.1007/BF01769767
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DOI: https://doi.org/10.1007/BF01769767