Article ID: | iaor20042786 |
Country: | United States |
Volume: | 32 |
Issue: | 1 |
Start Page Number: | 133 |
End Page Number: | 150 |
Publication Date: | Dec 2003 |
Journal: | International Journal of Game Theory |
Authors: | Vieille N., Rosenberg D., Solan E. |
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 max–min value.