  We consider a Markovian stochastic control problem with model uncertainty.
The controller (intelligent player) observes only the state, and, therefore,
uses feed-back (closed-loop) strategies. The adverse player (nature) who does
not have a direct interest in the pay-off, chooses open-loop controls that
parametrize Knightian uncertainty. This creates a two-step optimization problem
(like half of a game) over feed-back strategies and open-loop controls. The
main result is to show that, under some assumptions, this provides the same
value as the (half of) the zero-sum symmetric game where the adverse player
also plays feed-back strategies and actively tries to minimize the pay-off. The
value function is independent of the filtration accessible to the adverse
player. Aside from the modeling issue, the present note is a technical
companion to [S\^I3b].
