Stochastic Games with a Single Controller and Incomplete Information

Nicolas Vieille (), Eilon Solan () and Dinah Rosenberg

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Abstract: We study stochastic games with incomplete information on one side, in which the transition is controlled by one of the players. We prove that if the informed player also controls the transitions, the game has a value, whereas if the uninformed player controls the transitions, the max-min value as well as the min-max value exist, but they may differ. We discuss the structure of the optimal strategies, and provide extensions to the case of incomplete information on both sides.

Keywords: stochastic games; incomplete information; single controller (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (15)

Published in SIAM Journal on Control and Optimization, 2004, Vol.43,n°1, pp.86-110. ⟨10.1137/S0363012902407107⟩

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Related works:
Working Paper: Stochastic games with a single controller and incomplete information (2002)
Working Paper: Stochastic Games with a Single Controller and Incomplete Information (2002)
Working Paper: Stochastic Games with a Single Controller and Incomplete Information (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00464938

DOI: 10.1137/S0363012902407107

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