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 Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 1346.
Date of creation: May 2002
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Other versions of this item:
- VIEILLE, Nicolas & ROSENBERG, Dinah & SOLAN, Eilon, 2002. "Stochastic games with a single controller and incomplete information," Les Cahiers de Recherche 754, HEC Paris.
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
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1341, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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