On a Markov Game with One-Sided Incomplete Information

Johannes Hörner, Dinah Rosenberg, Eilon Solan () and Nicolas Vieille ()

No 1737, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, 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)
Pages: 35 pages
Date: 2009-10
New Economics Papers: this item is included in nep-cta, nep-gth and nep-ore
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Published in Operations Research (2010), 58(4): 1107-1115

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