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Stochastic games with a single controller and incomplete information

  • VIEILLE, Nicolas

    ()

  • ROSENBERG, Dinah

    ()

  • SOLAN, Eilon

    ()

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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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
Contact details of provider: Postal: HEC Paris, 78351 Jouy-en-Josas cedex, France
Web page: http://www.hec.fr/

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  1. 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.
  2. Mertens, J.-F., 1986. "Repeated games," CORE Discussion Papers 1986024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. 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.
  4. Rosenberg, Dinah & Vieille, Nicolas, 2000. "The Maxmin of Recursive Games with Incomplete Information on one Side," Economics Papers from University Paris Dauphine 123456789/6231, Paris Dauphine University.
  5. Mertens, J.-F. & Neyman, A., . "Stochastic games," CORE Discussion Papers RP -454, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. DE MEYER , Bernard, 1993. "Repeated Games and the Central Limit Theorem," CORE Discussion Papers 1993003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  7. Robert J. Aumann, 1995. "Repeated Games with Incomplete Information," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262011476, June.
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