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Journal Articles International Journal of Game Theory Year : 2003

The MaxMin value of stochastic games with imperfect monitoring

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Eilon Solan
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Abstract

We study finite zero-sum stochastic games in which players do not observe the actions of their opponent. Rather, at each stage, each player observes a stochastic signal that may depend on the current state and on the pair of actions chosen by the players. We assume that each player observes the state and his/her own action. We prove that the uniform max-min value always exists. Moreover, the uniform max-min value is independent of the information structure of player 2. Symmetric results hold for the uniform min-max value.

Dates and versions

hal-00464949 , version 1 (18-03-2010)

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Cite

Dinah Rosenberg, Eilon Solan, Nicolas Vieille. The MaxMin value of stochastic games with imperfect monitoring. International Journal of Game Theory, 2003, Vol.32,n°1, pp.133-150. ⟨10.1007/s001820300150⟩. ⟨hal-00464949⟩
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