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On a Markov Game with One-Sided Incomplete Information


Johannes Horner


Yale University - Cowles Foundation

Dinah Rosenberg


Universite Paris 13

Eilon Solan


Tel Aviv University - School of Mathematical Sciences

Nicolas Vieille


HEC Paris - Economics & Decision Sciences
November 3, 2009

Cowles Foundation Discussion Paper No. 1737

Abstract:     
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, C73

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Date posted: November 4, 2009  

Suggested Citation

Horner, Johannes, Rosenberg, Dinah, Solan, Eilon and Vieille, Nicolas, On a Markov Game with One-Sided Incomplete Information (November 3, 2009). Cowles Foundation Discussion Paper No. 1737. Available at SSRN: http://ssrn.com/abstract=1499219 or http://dx.doi.org/10.2139/ssrn.1499219

Contact Information

Johannes Horner (Contact Author)
Yale University - Cowles Foundation ( email )
Box 208281
New Haven, CT 06520-8281
United States

Dinah Rosenberg
Universite Paris 13 ( email )
Avenue Jean Baptiste Clement
Villetaneuse, Seine Saint Denis 93430
Eilon Solan
Tel Aviv University - School of Mathematical Sciences ( email )
Tel Aviv 69978
Israel
Nicolas Vieille
HEC Paris (Groupe HEC) - Economics & Decision Sciences ( email )
Paris
France

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