The recursive formula for the value of the zero-sum repeated games with incomplete information on both sides is known for a long time. As it is explained in the paper, the usual proof of this formula is in a sense non constructive : it just claims that the players are unable to guarantee a...

There are many situations in which a customer's proclivity to buy the product of any rm depends heavily on who else is buying the same product. We model these situations as non-cooperative games in which rms market their products to customers located in a \social network". Nash Equilibrium (NE)...

De Meyer and Moussa Saley explains endogenously the appearance of Brownian Motion in finance by modelling the strategic interaction between two asymmetrically informed market makers with a zero-sum repeated game with One-sided information. In this paper, we generalize this model to a setting of...