Incomplete Information

Games with incomplete information are games in which some of the data are unknown to some of the players. In this chapter, a particular class of games with incomplete information, the class of disturbed games, is studied. A disturbed game is a normal form game in which each player, although knowing his own payoff function exactly, has only imprecise information about the payoff functions of his opponents. We study such games since we feel that it is more realistic to assume that each player always has some slight uncertainty about the payoffs of his opponents rather than to assume that he knows these payoffs exactly. Our objective in this chapter is to study what the consequences are of this more realistic point of view.