This paper is concerned with finitely repeated two player zero-sum stochastic games with lack of information on one side. Some properties of the optimal strategies and the values are obtained by using the dual game defined by \textit{B. De Meyer} [Math. Oper. Res. 21, 209-236 (1996; Zbl 0846.90142)]. It is proved that in the original game the uninformed player has an optimal behavior strategy that does not depend of his past own moves; moreover at each stage it depends only on the current stochastic state, on the stage and on a state variable that can be updated using its last value, the last move of the opponent and the current stochastic state. In the last section, some extensions are stated; in particular the result is extended to the case of games with incomplete information on both sides.
- Optimal strategies for the uninformed player
- The evolution of rationality and the Red Queen.
- Sequence of opponents and reduced strategies
- Optimal strategies in zero-sum repeated games with incomplete information: the dependent case
- Optimal doubling strategy against a suboptimal opponent
- On a class of duality countermeasure problems
- Dynamical analysis of a repeated game with incomplete information
- Repeated Games, Duality and the Central Limit Theorem
- Repeated games with incomplete information
- Repeated Games with Lack of Information on One Side: The Dual Differential Approach
- Two-person zero-sum discounted semi-Markov games with incomplete reward information on one side
- Information compression in dynamic games
- Upper and lower values in zero-sum stochastic games with asymmetric information
- Existence of optimal strategies in Markov games with incomplete information
This page was built for publication: Duality and Markovian strategies
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1972604)
