We consider two-person undiscounted repeated games with lack of information on one side and state-independent signalling and prove the existence of a "joint plan" uniform equilibrium.

We prove the existence of the maxmin of zero-sum recursive games with one sided information.

We give new proofs of existence of the limit of the discounted values for two person zero-sum games in the following frameworks: incomplete information, absorbing, recursive. The idea of these new proofs is to use some comparison criteria.

For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, the authors show that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some martingale measures. The authors also characterize the...

This survey paper presents some new advances in theoretical aspects of differential game theory. We particular focus on three topics: differential games with state constraints; backward stochastic differential equations approach to stochastic differential games; differential games with...

This paper presents a model of international asset pricing in the presence of shadow costs of incomplete information. The model shows that the exchange rate risk is priced in an international setting. The home bias equity is explained by the shadow costs of incomplete information. These costs...

We study the existence of uniform equilibria for three-player repeated games with lack of information on one side and perfect observation. If there are only two states of nature, a completely revealing or a joint plan equilibrium always exists. This is not the case for larger spaces of states.

The motivation of this paper comes from repeated games with incomplete information and imperfect monitoring. It concerns the existence, for any payoff function, of a particular equilibrium (called completely revealing) allowing each player to learn the state of nature. We consider thus an...

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform value, generalizing several results of the literature. A...