Zero-Sum Stochastic Games with Partial Information

被引:0
|
作者
M. K. Ghosh
D. McDonald
S. Sinha
机构
[1] Indian Institute of Science,Department of Mathematics
[2] University of Ottawa,Department of Mathematics
[3] Jadavpur University,Department of Mathematics
关键词
Stochastic games; partial information; value; optimal strategies;
D O I
暂无
中图分类号
学科分类号
摘要
We study a zero-sum stochastic game on a Borel state space where the state of the game is not known to the players. Both players take their decisions based on an observation process. We transform this into an equivalent problem with complete information. Then, we establish the existence of a value and optimal strategies for both players.
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页码:99 / 118
页数:19
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