Stochastic games with a single controller and incomplete information

Dinah Rosenberg, Eilon Solan, Nicolas Vieille

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)86-110
Number of pages25
JournalSIAM Journal on Control and Optimization
Volume43
Issue number1
DOIs
StatePublished - 2005

Keywords

  • Incomplete information
  • Single controller
  • Stochastic games

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