Analysis of shapley games with one-sided incomplete information

Abstract

"This author and his collaborator Prof. dr. hab. Lukasz Stettner have made fundamental contributions to the theory of asymmetric partially observed games in the submitted paper mentioned above enumerated as follows: * They construct an asymmetric class (for the first time in the literature) of lters parameterized by the control (functions) of the maximizer and prove that they indeed characterize the conditional distribution of the state process fXtg. * They provide recursive algorithms to estimate the upper and lower value functions of the finite-horizon cost game and prove that these algorithms indeed characterize the corresponding value functions. * They provide a simple counterexample for which the upper value is strictly greater than the lower value. * They non-trivially extend all of these results to the infinite-horizon discounted cost case."