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Stochastic Games with a Single Controller and Incomplete Information

Abstract : We study stochastic games with incomplete information on one side, in which the transition is controlled by one of the players. We prove that if the informed player also controls the transitions, the game has a value, whereas if the uninformed player controls the transitions, the max-min value as well as the min-max value exist, but they may differ. We discuss the structure of the optimal strategies, and provide extensions to the case of incomplete information on both sides.
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https://hal-hec.archives-ouvertes.fr/hal-00593394
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Saturday, May 14, 2011 - 6:19:37 PM
Last modification on : Saturday, June 25, 2022 - 10:52:00 AM

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  • HAL Id : hal-00593394, version 1

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HEC | CNRS | LARA

Citation

Dinah Rosenberg, Eilon Solan, Nicolas Vieille. Stochastic Games with a Single Controller and Incomplete Information. 2002. ⟨hal-00593394⟩

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