Stochastic Games with Information Lag
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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|Date of creation:||Jan 2009|
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- Jean-Francois Mertens & Abraham Neyman & Dinah Rosenberg, 2007.
"Absorbing Games with Compact Action Spaces,"
843644000000000178, UCLA Department of Economics.
- J-M Coulomb, 2003. "Stochastic games without perfect monitoring," International Journal of Game Theory, Springer;Game Theory Society, vol. 32(1), pages 73-96, December.
- Abraham Neyman, 2001. "Real Algebraic Tools in Stochastic Games," Discussion Paper Series dp272, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Abraham Neyman, 2002. "Stochastic games: Existence of the MinMax," Discussion Paper Series dp295, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2003. "The MaxMin value of stochastic games with imperfect monitoring," International Journal of Game Theory, Springer;Game Theory Society, vol. 32(1), pages 133-150, December.
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