On the maxmin value of stochastic games with imperfect monitoring

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

Working Papers from HAL

Abstract: We study zero-sum stochastic games in which players do not observe the actions of the opponent. Rather, they observe a stochastic signal that may depend on the state, and on the pair of actions chosen by the players. We assume each player observes the state and his own action. We propose a candidate for the max-min value, which does not depend on the information structure of player 2. We prove that player 2 can defend the proposed max-min value, and that in absorbing games player 1 can guarantee it. Analogous results hold for the min-max value. This paper thereby unites several results due to Coulomb.

Keywords: Zero-sum games; Stochastic games; Partial monitoring; Maxmin; Jeux stochastiques; Information imparfaite (search for similar items in EconPapers)
Date: 2002
Note: View the original document on HAL open archive server: https://hal.science/hal-00242999v1
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://hal.science/hal-00242999v1/document (application/pdf)

Related works:
Journal Article: The MaxMin value of stochastic games with imperfect monitoring (2003)
Working Paper: The MaxMin value of stochastic games with imperfect monitoring (2003)
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-00242999

Access Statistics for this paper

More papers in Working Papers from HAL
Bibliographic data for series maintained by CCSD ().