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Zero-Sum Stochastic Games with Partial Information

Author

Listed:
  • M. K. Ghosh

    (Indian Institute of Science)

  • D. McDonald

    (University of Ottawa)

  • S. Sinha

    (Jadavpur University)

Abstract

We study a zero-sum stochastic game on a Borel state space where the state of the game is not known to the players. Both players take their decisions based on an observation process. We transform this into an equivalent problem with complete information. Then, we establish the existence of a value and optimal strategies for both players.

Suggested Citation

  • M. K. Ghosh & D. McDonald & S. Sinha, 2004. "Zero-Sum Stochastic Games with Partial Information," Journal of Optimization Theory and Applications, Springer, vol. 121(1), pages 99-118, April.
    • Handle: RePEc:spr:joptap:v:121:y:2004:i:1:d:10.1023_b:jota.0000026133.56615.cf
    DOI: 10.1023/B:JOTA.0000026133.56615.cf
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    References listed on IDEAS

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    1. Sylvain Sorin & Shmuel Zamir, 1985. "A 2-Person Game with Lack of Information on 1½ Sides," Mathematics of Operations Research, INFORMS, vol. 10(1), pages 17-23, February.
    2. SORIN, Sylvain, 1984. "'Big match' with lack of information on one side (part 1)," LIDAM Reprints CORE 601, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. Dinah Rosenberg & Nicolas Vieille, 2000. "The Maxmin of Recursive Games with Incomplete Information on one Side," Mathematics of Operations Research, INFORMS, vol. 25(1), pages 23-35, February.
    4. repec:dau:papers:123456789/6231 is not listed on IDEAS
    5. Nicolas Vieille & Dinah Rosenberg, 2000. "The Maxmin of Recursive Games with Incomplete Information on one Side," Post-Print hal-00481429, HAL.
    6. Zamir, Shmuel, 1992. "Repeated games of incomplete information: Zero-sum," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 1, chapter 5, pages 109-154, Elsevier.
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    Cited by:

    1. Subhamay Saha, 2014. "Zero-Sum Stochastic Games with Partial Information and Average Payoff," Journal of Optimization Theory and Applications, Springer, vol. 160(1), pages 344-354, January.
    2. Yanling Chang & Alan Erera & Chelsea White, 2015. "A leader–follower partially observed, multiobjective Markov game," Annals of Operations Research, Springer, vol. 235(1), pages 103-128, December.

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