Les Cahiers de Recherche - HEC Paris
Stochastic games with a single controller and incomplete information
(), 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.
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
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
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