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| HAL : hal-00464949, version 1 |
| DOI : 10.1007/s001820300150 |
| Fiche détaillée |  Récupérer au format |
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| International Journal of Game Theory / International Journal of Games Theory Vol.32,n°1 (2003) pp.133-150 |
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| The MaxMin value of stochastic games with imperfect monitoring |
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| Dinah Rosenberg 1Eilon Solan 2 |
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| (01/12/2003) |
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| 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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| 1 : | 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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| 2 : | Department of Statitics and Operation Research, Tel Aviv University |
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Tel-Abib University |
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| 3 : | Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH) |
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GROUPE HEC – CNRS : UMR2959 |
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| Domaine | : | Sciences de l'Homme et Société/Economies et finances |
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| Stochastic games – Imperfect monitoring – Maxmin value – Minmax value |
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| hal-00464949, version 1 | |
| http://hal-hec.archives-ouvertes.fr/hal-00464949 | |
| oai:hal-hec.archives-ouvertes.fr:hal-00464949 | |
| Contributeur : Sophie Forcadell | |
| Soumis le : Jeudi 18 Mars 2010, 14:43:56 | |
| Dernière modification le : Jeudi 18 Mars 2010, 14:43:56 | |
