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The MaxMin value of stochastic games with imperfect monitoring

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Author Info

  • Dinah Rosenberg

    ()

  • Eilon Solan
  • Nicolas Vieille

    ()

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. Copyright Springer-Verlag 2003

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File URL: http://hdl.handle.net/10.1007/s001820300150
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Bibliographic Info

Article provided by Springer in its journal International Journal of Games Theory.

Volume (Year): 32 (2003)
Issue (Month): 1 (December)
Pages: 133-150

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Handle: RePEc:spr:jogath:v:32:y:2003:i:1:p:133-150

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Related research

Keywords: Stochastic games; Imperfect monitoring; Maxmin value; Minmax value;

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Cited by:
  1. Levy, Yehuda, 2012. "Stochastic games with information lag," Games and Economic Behavior, Elsevier, vol. 74(1), pages 243-256.
  2. Jean-Francois Mertens & Abraham Neyman & Dinah Rosenberg, 2007. "Absorbing Games with Compact Action Spaces," Levine's Bibliography 843644000000000178, UCLA Department of Economics.

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