Stochastic games without perfect monitoring
This paper deals with a two-person zero-sum stochastic game with finitely many states and actions. The classical assumption of perfect monitoring is relaxed. Instead of being informed of the previous action of his opponent, each player receives a random signal, the lay of which depending on both previous actions and on the previous state. The existence of the max-min and the min-max is shown. The result in this paper extends both the result of Mertens-Neyman about the existence of the value in the case of perfect monitoring and a theorem obtained by the author on a subclass of stochastic games: the absorbing games.
scientific article; zbMATH DE number 2078298