Abstract
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.
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Acknowledgements
The author wish to thank V.S. Borkar and M.K. Ghosh for many helpful discussions and comments.
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This work is supported in part by SPM fellowship of CSIR and in part by UGC Centre for Advanced Study.
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Saha, S. Zero-Sum Stochastic Games with Partial Information and Average Payoff. J Optim Theory Appl 160, 344–354 (2014). https://doi.org/10.1007/s10957-013-0359-8
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DOI: https://doi.org/10.1007/s10957-013-0359-8