On a Markov Game with One-Sided Incomplete Information

25 Pages Posted: 4 Nov 2009

See all articles by Johannes Horner

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

Date Written: November 3, 2009

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.

Keywords: Repeated game with incomplete information, Zero-sum games, Partially observable Markov decision processes

JEL Classification: C72, C73

Suggested Citation

Horner, Johannes and Rosenberg, Dinah and 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: https://ssrn.com/abstract=1499219 or http://dx.doi.org/10.2139/ssrn.1499219

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 - Economics & Decision Sciences ( email )

Paris
France

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