Abstract
The purpose of this chapter is to show how games with incomplete information in fact reduce to stochastic games, as long as the information is symmetric among the players. The new state space corresponds to the beliefs on the space of unknown parameters.
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Sorin, S. (2003). Symmetric Incomplete Information Games as Stochastic Games. In: Neyman, A., Sorin, S. (eds) Stochastic Games and Applications. NATO Science Series, vol 570. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0189-2_21
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DOI: https://doi.org/10.1007/978-94-010-0189-2_21
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