On a Markov Game with One-Sided Incomplete Information
Yale University - Cowles Foundation
Universite Paris 13
Tel Aviv University - School of Mathematical Sciences
HEC Paris - Economics & Decision Sciences
November 3, 2009
Cowles Foundation Discussion Paper No. 1737
We apply the average cost optimality equation to zero-sum Markov games, by considering a simple game with one-sided incomplete information that generalizes an example of Aumann and Maschler (1995). We determine the value and identify the optimal strategies for a range of parameters.
Number of Pages in PDF File: 25
Keywords: Repeated game with incomplete information, Zero-sum games, Partially observable Markov decision processes
JEL Classification: C72, C73working papers series
Date posted: November 4, 2009
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