The MaxMin value of stochastic games with imperfect monitoring

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

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Abstract: We study finite zero-sum stochastic games in which players do not observe the actions of their opponent. Rather, at each stage, each player observes a stochastic signal that may depend on the current state and on the pair of actions chosen by the players. We assume that each player observes the state and his/her own action. We prove that the uniform max-min value always exists. Moreover, the uniform max-min value is independent of the information structure of player 2. Symmetric results hold for the uniform min-max value.

Keywords: Stochastic games; Imperfect monitoring; Maxmin value; Minmax value (search for similar items in EconPapers)
Date: 2003-12-01
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Citations: View citations in EconPapers (7)

Published in International Journal of Game Theory, 2003, Vol.32,n°1, pp.133-150. ⟨10.1007/s001820300150⟩

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Related works:
Journal Article: The MaxMin value of stochastic games with imperfect monitoring (2003)
Working Paper: On the maxmin value of stochastic games with imperfect monitoring (2002)
Working Paper: On the maxmin value of stochastic games with imperfect monitoring (2001)
Working Paper: On the MaxMin Value of Stochastic Games with Imperfect Monitoring (2001)
Working Paper: On the Max Min Value of Stochastic Games with Imperfect Monitoring (2001)
Working Paper: On the MaxMin Value of Stochastic Games with Imperfect Monitoring (2001)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00464949

DOI: 10.1007/s001820300150

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