Articles

The MaxMin value of stochastic games with imperfect monitoring

D. ROSENBERG, E. Solan, N. VIEILLE

International Journal of Game Theory

décembre 2003, vol. 32, n°1, pp.133-150

Départements : Economie et Sciences de la décision, GREGHEC (CNRS)


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.


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