Ghosh, MK and McDonald, D and Sinha, S (2004) Zero-Sum Stochastic Games with Partial Information. In: Journal of Optimization Theory and Applications, 121 (1). pp. 99-118.
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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.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Springer Netherlands.|
|Keywords:||Stochastic games;partial information;value;optimal strategies|
|Department/Centre:||Division of Physical & Mathematical Sciences > Mathematics|
|Date Deposited:||01 Feb 2008|
|Last Modified:||19 Sep 2010 04:42|
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