Repeated games with incomplete information and transportation problems

We consider two person zero-sum repeated games with lack of information on one side and with payoffs of special “separable” form. The solutions for these games are reduced to the solutions for families of special transportation type problems with recursive structure. We illustrate our approach applying it to the game introduced by Mertens/Zamir [1976] and later studied by several authors. The “symmetric” subclass of games under consideration was studied in Domansky, Kreps [1995].