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Zero-Sum Stochastic Games with Partial Information

  • M. K. Ghosh
  • D. McDonald
  • S. Sinha
Article

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.

Stochastic games partial information value optimal strategies 

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Copyright information

© Plenum Publishing Corporation 2004

Authors and Affiliations

  • M. K. Ghosh
    • 1
  • D. McDonald
    • 2
  • S. Sinha
    • 3
  1. 1.Department of MathematicsIndian Institute of ScienceBangaloreIndia
  2. 2.Department of MathematicsUniversity of OttawaOttawaCanada
  3. 3.Department of MathematicsJadavpur UniversityKolkataIndia

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