Stochastic
Games with a Single Controller and Incomplete Information
Dinah
Rosenberg, Eilon Solan and Nicolas Vieille
We study stochastic games with
incomplete information on one side, where the transition is controlled by one of the
players.
We prove that if the informed player
also controls the transition, the game has a value, whereas if the uninformed
player controls the transition, the max-min value, as well as the min-max
value, exists, but they may differ.
We discuss extensions to the case of
incomplete information on both sides.