Abstract.
We study finite zero-sum stochastic games in which players do not observe the actions of their opponent. Rather, at each stage, each player observes a stochastic signal that may depend on the current state and on the pair of actions chosen by the players. We assume that each player observes the state and his/her own action. We prove that the uniform max-min value always exists. Moreover, the uniform max-min value is independent of the information structure of player 2. Symmetric results hold for the uniform min-max value.
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We deeply thank E. Lehrer, J.-F. Mertens, A. Neyman and S. Sorin. The discussions we had, and the suggestions they provided, were extremely useful. We acknowledge the financial support of the Arc-en-Ciel/Keshet program for 2001/2002. The research of the second author was supported by the Israel Science Foundation (grant No. 69/01-1).
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Rosenberg, D., Solan, E. & Vieille, N. The MaxMin value of stochastic games with imperfect monitoring. Int J Game Theory 32, 133–150 (2003). https://doi.org/10.1007/s001820300150
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DOI: https://doi.org/10.1007/s001820300150