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Stochastic Games with Information Lag

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  • Yehuda (John) Levy

Abstract

Two-player zero-sum stochastic games with finite state and action spaces are known to have undiscounted values. We study such games under the assumption that one or both players observe the actions of their opponent after some time-dependent delay. We develop criteria for the rate of growth of the delay such that a player subject to such an information lag can still guarantee himself in the undiscounted game as much as he could have with perfect monitoring. We also demonstrate that the player in the Big Match with the absorbing action subject to information lags that grows too rapidly will not be able to guarantee as much as he could have in the game with perfect monitoring.

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File URL: http://ratio.huji.ac.il/sites/default/files/publications/dp499.pdf
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Bibliographic Info

Paper provided by The Center for the Study of Rationality, Hebrew University, Jerusalem in its series Discussion Paper Series with number dp499.

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Length: 55 pages
Date of creation: Jan 2009
Date of revision:
Handle: RePEc:huj:dispap:dp499

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  1. Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2003. "The MaxMin value of stochastic games with imperfect monitoring," International Journal of Game Theory, Springer, vol. 32(1), pages 133-150, December.
  2. Jean-Francois Mertens & Abraham Neyman & Dinah Rosenberg, 2007. "Absorbing Games with Compact Action Spaces," Discussion Paper Series dp456, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  3. Abraham Neyman, 2001. "Real Algebraic Tools in Stochastic Games," Discussion Paper Series dp272, The Center for the Study of Rationality, Hebrew University, Jerusalem.
  4. Abraham Neyman, 2002. "Stochastic games: Existence of the MinMax," Discussion Paper Series dp295, The Center for the Study of Rationality, Hebrew University, Jerusalem.
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Cited by:
  1. Fudenberg, Drew & Ishii, Yuhta & Kominers, Scott Duke, 2014. "Delayed-response strategies in repeated games with observation lags," Journal of Economic Theory, Elsevier, vol. 150(C), pages 487-514.
  2. Drew Fudenberg & Yuhta Ishii & Scott Duke Kominers, 2012. "Delayed-Response Strategies in Repeated Games with Observation Lags," Levine's Working Paper Archive 786969000000000390, David K. Levine.

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