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.