Stochastic
Games with Imperfect Monitoring
Dinah
Rosenberg, Eilon Solan and Nicolas Vieille
We study zero-sum stochastic games in
which players do not observe the actions of the opponent. Rather, they observe
a stochastic signal that may depend on the state,
and on the pair of actions chosen by
the players. We assume each player observes the state and his own
action.
In a companion paper we proposed a
candidate for the max-min value, we proved that player 2 can defend this value,
and that player 1 can guarantee it in the class of absorbing games. In the
present paper we prove that player 1 can guarantee this quantity in general
stochastic games.
An analogous result holds for the
min-max value.