Zero-Sum Stochastic Games with Partial Information and Average Payoff
- 318 Downloads
We consider a discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we present a pair of optimal strategies for both the players.
KeywordsStochastic games Partial observation Average payoff Saddle point strategies
The author wish to thank V.S. Borkar and M.K. Ghosh for many helpful discussions and comments.