Article ID: | iaor2014199 |
Volume: | 160 |
Issue: | 1 |
Start Page Number: | 344 |
End Page Number: | 354 |
Publication Date: | Jan 2014 |
Journal: | Journal of Optimization Theory and Applications |
Authors: | Saha Subhamay |
Keywords: | zero sum game |
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.