A Game of Timing in which the Players Improve their Information Patterns

Abstract

We consider a two-person nonzero sum game of timing in which the stales of bullets possessed by both players shift stochastically from silent to noisy at random time T in [0, 1] with cdf H(t). The model is evidently an exlension of the classical games of timing to a nonzero sum version under an uncertain information structure. It is shown that the shift of information structure available to the both players yields interesting equilibrium strategies.