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| HAL : hal-00464938, version 1 |
| DOI : 10.1137/S0363012902407107 |
| Fiche détaillée |  Récupérer au format |
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| SIAM Journal on Control and Optimization Vol.43,n°1 (2004) pp.86-110 |
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| Stochastic Games with a Single Controller and Incomplete Information |
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| Nicolas Vieille 1Eilon Solan 2 |
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| (2004) |
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| 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. |
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| 1 : | Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH) |
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GROUPE HEC – CNRS : UMR2959 |
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| 2 : | Department of Statitics and Operation Research, Tel Aviv University |
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Tel-Abib University |
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| 3 : | Laboratoire Analyse, Géométrie et Application (LAGA) |
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CNRS : UMR7539 – Université Paris XIII - Paris Nord – Université Paris VIII - Vincennes Saint-Denis |
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| Domaine | : | Sciences de l'Homme et Société/Economies et finances |
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| stochastic games – incomplete information – single controller |
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| hal-00464938, version 1 | |
| http://hal-hec.archives-ouvertes.fr/hal-00464938 | |
| oai:hal-hec.archives-ouvertes.fr:hal-00464938 | |
| Contributeur : Sophie Forcadell | |
| Soumis le : Jeudi 18 Mars 2010, 14:32:03 | |
| Dernière modification le : Jeudi 18 Mars 2010, 14:32:03 | |
