On a Markov Game with One-Sided Information

Johannes Hörner, Dinah Rosenberg (), Eilon Solan () and Nicolas Vieille ()
Additional contact information
Dinah Rosenberg: Department of Economics and Decision Sciences, HEC Paris, and GREGHEC, Paris, France
Nicolas Vieille: Department of Economics and Decision Sciences, HEC Paris, and GREGHEC, Paris, France

Operations Research, 2010, vol. 58, issue 4-part-2, 1107-1115

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 [Aumann, R. J., M. B. Maschler. 1995. Repeated Games with Incomplete Information . MIT Press, Cambridge, MA]. We determine the value and identify the optimal strategies for a range of parameters.

Keywords: games/group decisions; noncooperative; stochastic; dynamic programming/optimal control; Markov (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (5)

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http://dx.doi.org/10.1287/opre.1100.0829 (application/pdf)

Related works:
Working Paper: On a Markov Game with One-Sided Information (2010)
Working Paper: On a Markov Game with One-Sided Information (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:58:y:2010:i:4-part-2:p:1107-1115

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