Stochastic Games with a Single Controller and Incomplete Information
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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|Date of creation:||May 2002|
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- MERTENS, Jean-François, .
CORE Discussion Papers RP
1587, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- 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).
- Aumann, Robert J. & Heifetz, Aviad, 2001.
1124, California Institute of Technology, Division of the Humanities and Social Sciences.
- 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.
- Mertens,Jean-François & Sorin,Sylvain & Zamir,Shmuel, 2015.
Cambridge University Press, number 9781107662636, June.
- Robert J. Aumann, 1995. "Repeated Games with Incomplete Information," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262011476.
- 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.
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