Existence of Optimal Strategies in Markov Games with Incomplete Information

Abraham Neyman ()

Discussion Paper Series from The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem

Abstract: The existence of a value and optimal strategies is proved for the class of twoperson repeated games where the state follows a Markov chain independently of players’ actions and at the beginning of each stage only player one is informed about the state. The results apply to the case of standard signaling where players’ stage actions are observable, as well as to the model with general signals provided that player one has a nonrevealing repeated game strategy. The proofs reduce the analysis of these repeated games to that of classical repeated games with incomplete information on one side.

Pages: 17 pages
Date: 2005-12
New Economics Papers: this item is included in nep-gth
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Journal Article: Existence of optimal strategies in Markov games with incomplete information (2008)
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