The L-P formulation of finite zero sum games with incomplete information
Résumé
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.