IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v160y2014i1d10.1007_s10957-013-0359-8.html
   My bibliography  Save this article

Zero-Sum Stochastic Games with Partial Information and Average Payoff

Author

Listed:
  • Subhamay Saha

    (Indian Institute of Science)

Abstract

We consider a discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we present a pair of optimal strategies for both the players.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:joptap:v:160:y:2014:i:1:d:10.1007_s10957-013-0359-8
    DOI: 10.1007/s10957-013-0359-8
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-013-0359-8
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10957-013-0359-8?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. Borkar, V. S., 2003. "Dynamic programming for ergodic control with partial observations," Stochastic Processes and their Applications, Elsevier, vol. 103(2), pages 293-310, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    2. Beatris Adriana Escobedo-Trujillo & Javier Garrido-Meléndez & Gerardo Alcalá & J. D. Revuelta-Acosta, 2022. "Optimal Control with Partially Observed Regime Switching: Discounted and Average Payoffs," Mathematics, MDPI, vol. 10(12), pages 1-28, June.
    3. Biswas, Anup & Budhiraja, Amarjit, 2011. "Exit time and invariant measure asymptotics for small noise constrained diffusions," Stochastic Processes and their Applications, Elsevier, vol. 121(5), pages 899-924.
    4. Borkar, V.S.Vivek S. & Budhiraja, Amarjit, 2004. "A further remark on dynamic programming for partially observed Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 112(1), pages 79-93, July.
    5. Anatoliy Swishchuk & Nikolaos Limnios, 2021. "Controlled Discrete-Time Semi-Markov Random Evolutions and Their Applications," Mathematics, MDPI, vol. 9(2), pages 1-26, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:160:y:2014:i:1:d:10.1007_s10957-013-0359-8. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.