``Big Match'' with lack of information on one side. I (Q2266674)

This paper is a first attempt to study stochastic games with incomplete information. The existence of minmax, maxmin and lim \(v_ n\) is proved for a class of two-person zero-sum (repeated) games. During these proofs new tools are introduced: approximation of the repeated game by a game in continuous time, relation between lim \(v_ n\) and maxmin. It is also shown that previously known properties of stochastic games or games with incomplete information do not extend to this case: existence of a value, algebraic properties of the operators...