Existence of optimal strategies in Markov games with incomplete information
AbstractThe 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 playersâ 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 playersâ 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.
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Bibliographic InfoArticle provided by Springer in its journal International Journal of Game Theory.
Volume (Year): 37 (2008)
Issue (Month): 4 (December)
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Web page: http://link.springer.de/link/service/journals/00182/index.htm
Other versions of this item:
- Abraham Neyman, 2005. "Existence of Optimal Strategies in Markov Games with Incomplete Information," Discussion Paper Series dp413, The Center for the Study of Rationality, Hebrew University, Jerusalem.
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- Johannes Horner & Satoru Takahashi & Nicolas Vieille, 2013. "Truthful Equilibria in Dynamic Bayesian Games," Cowles Foundation Discussion Papers 1933, Cowles Foundation for Research in Economics, Yale University.
- Sylvain Sorin, 2011. "Zero-Sum Repeated Games: Recent Advances and New Links with Differential Games," Dynamic Games and Applications, Springer, vol. 1(1), pages 172-207, March.
- Johannes Horner & Dinah Rosenberg & Eilon Solan & Nicolas Vieille, 2009. "On a Markov Game with One-Sided Incomplete Information," Cowles Foundation Discussion Papers 1737, Cowles Foundation for Research in Economics, Yale University.
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