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Stochastic games with a single controller and incomplete information

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Author Info
VIEILLE, Nicolas ()
ROSENBERG, Dinah ()
SOLAN, Eilon ()

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Abstract

We study stochastic games with incomplete information on one side, where the transition is controlled by one of the players.

We prove that if the informed player also controls the transition, the game has a value, whereas if the uninformed player controls the transition, the max-min value, as well as the min-max value, exist, but they may differ.

We discuss extensions to the case of incomplete information on both sides.

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Publisher Info
Paper provided by HEC Paris in its series Les Cahiers de Recherche with number 754.

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Length: 23 pages
Date of creation: 03 May 2002
Date of revision:
Handle: RePEc:ebg:heccah:0754

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Related research
Keywords: stochastic games; zero-sum games; incomplete information; value; maxmin;

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Find related papers by JEL classification:
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. 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. [Downloadable!] (restricted)
  2. Aumann, Robert J. & Heifetz, Aviad, 2002. "Incomplete information," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 43, pages 1665-1686 Elsevier. [Downloadable!] (restricted)
    Other versions:
    • Aumann, Robert J. & Heifetz, Aviad, 2001. "Incomplete Information," Working Papers 1124, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  3. Mertens, J.-F., 1986. "Repeated games," CORE Discussion Papers 1986024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  4. Mertens, Jean-Francois, 2002. "Stochastic games," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 47, pages 1809-1832 Elsevier. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2002. "Stochastic Games with Imperfect Monitoring," Discussion Papers 1341, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
    Other versions:
  2. Abraham Neyman, 2002. "Stochastic games: Existence of the MinMax," Discussion Paper Series dp295, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem. [Downloadable!]
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