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The MaxMin value of stochastic games with imperfect monitoring

✍ Scribed by Dinah Rosenberg; Eilon Solan; Nicolas Vieille


Publisher
Springer-Verlag
Year
2003
Tongue
English
Weight
372 KB
Volume
32
Category
Article
ISSN
0020-7276

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The existence of value functions for general two-player, zero-sum stochastic differential games has been obtained by Fleming and Souganidis. In this paper we present a new approach to this problem. We prove optimality inequalities of dynamic programming for viscosity sub-and supersolutions of the as