Download This PaperOn a Markov Game with One-Sided Incomplete Information
25 Pages Posted: 4 Nov 2009
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: 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
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