We consider an example of a Markov game with lack of information on one side, that was first introduced by Renault (2002). We compute both the value and optimal strategies for a range of parameter values.

We study the existence of correlated equilibrium payoff in stochastic games. The correlation devices that we use are either autonomous (they base their choice of signal on previous signals, but not on previous states or actions) or stationary (their choice is independent of any data, and is...

We prove the existence of Blackwell epsilon-optimal strategies in finite Markov Decision Processes with partial observation.

We address the problem of existence of the uniform value in recursive games. We give two existence results. (i) The uniform value is shown to exist if the state space is countable, the action sets are finite and if, for some a 0, there are finitely many states in which the limsup value is less...

We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In contrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value...