Nonzero-Sum Two-Person Repeated Games with Incomplete
Characterization of all equilibria of nonzero-sum two-person repeated games
with incomplete information, in the standard one-sided information case.
Informally, each such equilibrium is described by a sequence of
communications between the players (consisting of information transmission
and coordination), leading to some individually rational outcome. Formally,
the concept of a bi-martingale is introduced.
Mathematics of Operations Research
10 (1985), 1, 117-153
Game and Economic Theory, Sergiu Hart and Abraham Neyman
(editors), The University of Michigan Press (1995), 139-175