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On a Markov Game with One-Sided Incomplete Information

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Author Info
Johannes Horner () (Cowles Foundation, Yale University)
Dinah Rosenberg (Dept. of Economics and Decision Sciences, HEC Paris and GREGHEC)
Eilon Solan (School of Mathematical Sciences, Tel Aviv University)
Nicolas Vieille (Dept of Economics and Decision Sciences, HEC Paris and GREGHEC)
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.

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File URL: http://cowles.econ.yale.edu/P/cd/d17a/d1737.pdf
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Publisher Info
Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1737.

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Length: 35 pages
Date of creation: Oct 2009
Date of revision:
Handle: RePEc:cwl:cwldpp:1737

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Related research
Keywords: Repeated game with incomplete information; Zero-sum games; Partially observable Markov decision processes;

Find related papers by JEL classification:
C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games

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  1. Mailath, George J & Samuelson, Larry, 2001. "Who Wants a Good Reputation?," Review of Economic Studies, Blackwell Publishing, vol. 68(2), pages 415-41, April.
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  2. Phelan, Christopher, 2006. "Public trust and government betrayal," Journal of Economic Theory, Elsevier, vol. 130(1), pages 27-43, September. [Downloadable!] (restricted)
  3. Wiseman, Thomas, 2008. "Reputation and impermanent types," Games and Economic Behavior, Elsevier, vol. 62(1), pages 190-210, January. [Downloadable!] (restricted)
  4. Abraham Neyman, 2008. "Existence of optimal strategies in Markov games with incomplete information," International Journal of Game Theory, Springer, vol. 37(4), pages 581-596, December. [Downloadable!] (restricted)
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