Information and strategies in dynamic games

Abstract : We extend to the setting of stochastic dynamic games a theorem of Kuhn, and use it to prove the existence of a saddle point in a suitable class of strategies. We then particularize this result to the situation where one of the players has full information to show existence of a saddle point in another class of strategies exhibiting a constant dimension sufficient statistic. A dynamic programming-like algorithm is naturally associated with this class of strategies, and was proposed in a previous paper in a sufficient condition setting. For this same class of games, we give an example of another use of the main theorem, leading to a different dynamic programming-like algorithm.
Type de document :
[Research Report] RR-0982, INRIA. 1989, pp.19
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Soumis le : mercredi 24 mai 2006 - 18:31:12
Dernière modification le : samedi 27 janvier 2018 - 01:31:33
Document(s) archivé(s) le : vendredi 13 mai 2011 - 13:15:26



  • HAL Id : inria-00075577, version 1



Pierre Bernhard. Information and strategies in dynamic games. [Research Report] RR-0982, INRIA. 1989, pp.19. 〈inria-00075577〉



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