The MaxMin value of stochastic games with imperfect monitoring
AbstractWe 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. Copyright Springer-Verlag 2003
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Bibliographic InfoArticle provided by Springer in its journal International Journal of Games Theory.
Volume (Year): 32 (2003)
Issue (Month): 1 (December)
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- Jean-Francois Mertens & Abraham Neyman & Dinah Rosenberg, 2007.
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