NON-ZERO-SUM 2-PERSON REPEATED GAMES WITH INCOMPLETE INFORMATION AND KNOWN-OWN PAYOFFS

This paper deals with repeated games with incomplete information, wher e the uninformed player has complete knowledge of his own payoffs. Thi s is a specific case of Hart's model. We provide a characterization of the set of equilibrium payoffs, which is simpler than that of the gen eral case, and prove the existence of an equilibrium. In addition, we show by example how arbitrarily small doubts about the payoff matrices can radically alter the set of equilibrium payoffs. In particular, we partially characterize how a player can increase his minimum equilibr ium payoff by sowing doubt about his payoffs. (C) 1994 Academic Press, Inc.