IDEAS home Printed from https://ideas.repec.org/p/huj/dispap/dp499.html
   My bibliography  Save this paper

Stochastic Games with Information Lag

Author

Listed:
  • 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.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Yehuda (John) Levy, 2009. "Stochastic Games with Information Lag," Discussion Paper Series dp499, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  • Handle: RePEc:huj:dispap:dp499
    as

    Download full text from publisher

    File URL: http://ratio.huji.ac.il/sites/default/files/publications/dp499.pdf
    Download Restriction: no

    Other versions of this item:

    References listed on IDEAS

    as
    1. Jean-Fran├žois Mertens & Abraham Neyman & Dinah Rosenberg, 2009. "Absorbing Games with Compact Action Spaces," Mathematics of Operations Research, INFORMS, vol. 34(2), pages 257-262, May.
    2. 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.
    3. 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.
    4. 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.
    5. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications, Elsevier.
    2. Lagziel, David & Lehrer, Ehud, 2015. "Approachability with delayed information," Journal of Economic Theory, Elsevier, vol. 157(C), pages 425-444.
    3. 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.

    More about this item

    JEL classification:

    • C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:huj:dispap:dp499. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael Simkin). General contact details of provider: http://edirc.repec.org/data/crihuil.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.