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Zero-Sum Stochastic Games with Partial Information |
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| Authors: | Ghosh M K McDonald D Sinha S |
| Institution: | (1) Department of Mathematics, Indian Institute of Science, Bangalore, India;(2) Department of Mathematics, University of Ottawa, Ottawa, Ontario, Canada;(3) Department of Mathematics, Jadavpur University, Kolkata, India |
| Abstract: | 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. |
| Keywords: | Stochastic games partial information value optimal strategies |
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