EBSLG

 

 
European Business Schools Librarian's Group
Home About Series Subject/JEL codes Advanced Search
HEC Paris. Research Department Les Cahiers de Recherche - HEC Paris
 

No 754:
Stochastic games with a single controller and incomplete information

Nicolas VIEILLE (), Dinah ROSENBERG () and Eilon SOLAN ()

Abstract: We study stochastic games with incomplete information on one side, where the transition is controlled by one of the players.

We prove that if the informed player also controls the transition, the game has a value, whereas if the uninformed player controls the transition, the max-min value, as well as the min-max value, exist, but they may differ.

We discuss extensions to the case of incomplete information on both sides.

Keywords: stochastic games; zero-sum games; incomplete information; value; maxmin; (follow links to similar papers)

JEL-Codes: C73; (follow links to similar papers)

23 pages, May 3, 2002

Before downloading any of the electronic versions below you should read our statement on copyright.
Download GhostScript for viewing Postscript files and the Acrobat Reader for viewing and printing pdf files.

Full text versions of the paper:

1071b821b0ed628231d3d8992e5a842a.pdf    PDF-file
Download Statistics

Questions (including download problems) about the papers in this series should be directed to Sandra Dupouy ()
Report other problems with accessing this service to Sune Karlsson () or Helena Lundin ().

Programing by
Design Joakim Ekebom

Handle: RePEc:ebg:heccah:0754 This page was generated on 2014-12-14 17:56:18