Stochastic Games with Information Lag

Yehuda (John) Levy

Two-player zero-sum stochastic games with finite state and action spaces, as well as two-player zero-sum absorbing games with compact metric action spaces, are known to have undiscounted values. We study such games under the assumption that one or both players observe the actions of their opponent after some time-dependent delay. We develop criteria for the rate of growth of the delay such that a player subject to such an information lag can still guarantee himself in the undiscounted game as much as he could have with perfect monitoring. We also demonstrate that the player in the Big Match with the absorbing action subject to information lags which grow too rapidly, according to certain criteria, will not be able to guarantee as much as he could have in the game with perfect monitoring. toring.

January, 2009
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