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On a Markov Game with One-Sided Incomplete Information

Author

Listed:
  • 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.

Suggested Citation

  • 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.
    • Handle: RePEc:cwl:cwldpp:1737
    as

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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d17/d1737.pdf
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    References listed on IDEAS

    as
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    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Repeated game with incomplete information; Zero-sum games; Partially observable Markov decision processes;
    All these keywords.

    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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