TY - JOUR
T1 - Stochastic games with a single controller and incomplete information
AU - Rosenberg, Dinah
AU - Solan, Eilon
AU - Vieille, Nicolas
PY - 2005
Y1 - 2005
N2 - 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.
AB - 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.
KW - Incomplete information
KW - Single controller
KW - Stochastic games
UR - http://www.scopus.com/inward/record.url?scp=14244258931&partnerID=8YFLogxK
U2 - 10.1137/S0363012902407107
DO - 10.1137/S0363012902407107
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AN - SCOPUS:14244258931
SN - 0363-0129
VL - 43
SP - 86
EP - 110
JO - SIAM Journal on Control and Optimization
JF - SIAM Journal on Control and Optimization
IS - 1
ER -