On a Markov Game with One-Sided Incomplete Information

Johannes Horner (), Dinah Rosenberg, Eilon Solan and Nicolas Vieille
Additional contact information
Johannes Horner: Cowles Foundation, Yale University, http://cowles.econ.yale.edu/faculty/horner.htm
Dinah Rosenberg: Dept. of Economics and Decision Sciences, HEC Paris and GREGHEC
Eilon Solan: School of Mathematical Sciences, Tel Aviv University
Nicolas Vieille: Dept of Economics and Decision Sciences, HEC Paris and GREGHEC

No 1737, Cowles Foundation Discussion Papers from Cowles Foundation, Yale University

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 (search for similar items in EconPapers)
JEL-codes: C72 C73 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cta, nep-gth and nep-ore
Date: 2009-10

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