Markov games with incomplete information

Alexander Krausz and Ulrich Rieder

Mathematical Methods of Operations Research, 1997, vol. 46, issue 2, 263-279

Abstract: We consider zero-sum Markov games with incomplete information. Here, the second player is never informed about the current state of the underlying Markov chain. The existence of a value and of optimal strategies for both players is shown. In particular, we present finite algorithms for computing optimal strategies for the informed and uninformed player. The algorithms are based on linear programming results. Copyright Physica-Verlag 1997

Keywords: Markov games with incomplete information; Repeated games; Optimal strategies; Algorithms; Linear programming (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/BF01217695

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