Upper and Lower Values in Zero-Sum Stochastic Games with Asymmetric Information

Dhruva Kartik () and Ashutosh Nayyar ()
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Dhruva Kartik: University of Southern California
Ashutosh Nayyar: University of Southern California

Dynamic Games and Applications, 2021, vol. 11, issue 2, No 6, 363-388

Abstract: Abstract A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player’s information at each time can be divided into a common information part and a private information part. Under certain conditions on the evolution of the common and private information, a dynamic programming characterization of the value of the game (if it exists) is presented. If the value of the zero-sum game does not exist, then the dynamic program provides bounds on the upper and lower values of the game.

Keywords: Dynamic games; Asymmetric information; Upper and lower values (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s13235-020-00364-x

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