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“Cav u” and the Dual Game
Bernard De Meyer, Dinah Rosenberg
Source abstract
We give an alternative proof of a theorem of Aumann and Maschler that characterizes the limit of the values of finitely repeated games with lack of information on one side as the concavification of the value of the game where none of the players has any information. Our proof is based on Fenchel duality techniques.
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