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“Big Match” with lack of information on one side (part i)
Authors:S. Sorin
Affiliation:1. I.S.U.P., Tour 45-55, 3?, Université Paris 6, 4, place Jussieu, 75230, Paris, Cedex 05, France
Abstract:For a special class of two-person zero-sum infinitely repeated stochastic games with incomplete information, we prove the existence of the maxmin, minmax and limΝ n . However the value may not exist and moreover maxmin and limΝ n may be transcendental functions.
Keywords:
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