Zero-Sum Stochastic Games with Partial Information

M. K. Ghosh, D. McDonald and S. Sinha
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M. K. Ghosh: Indian Institute of Science
D. McDonald: University of Ottawa
S. Sinha: Jadavpur University

Journal of Optimization Theory and Applications, 2004, vol. 121, issue 1, No 6, 99-118

Abstract: Abstract We study a zero-sum stochastic game on a Borel state space where the state of the game is not known to the players. Both players take their decisions based on an observation process. We transform this into an equivalent problem with complete information. Then, we establish the existence of a value and optimal strategies for both players.

Keywords: Stochastic games; partial information; value; optimal strategies (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (3)

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DOI: 10.1023/B:JOTA.0000026133.56615.cf

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