Stochastic games with a single controller and incomplete information
AbstractWe 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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Bibliographic InfoPaper provided by HEC Paris in its series Les Cahiers de Recherche with number 754.
Length: 23 pages
Date of creation: 03 May 2002
Date of revision:
stochastic games; zero-sum games; incomplete information; value; maxmin;
Other versions of this item:
- Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2002. "Stochastic Games with a Single Controller and Incomplete Information," Discussion Papers 1346, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
This paper has been announced in the following NEP Reports:
- NEP-ALL-2002-12-09 (All new papers)
- NEP-GTH-2002-12-09 (Game Theory)
- NEP-RMG-2002-12-09 (Risk Management)
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.:
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