On a Markov Game with One-Sided Incomplete Information
AbstractWe 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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Bibliographic InfoPaper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 1737.
Length: 35 pages
Date of creation: Oct 2009
Date of revision:
Publication status: Published in Operations Research (2010), 58(4): 1107-1115
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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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-14 (All new papers)
- NEP-CTA-2009-11-14 (Contract Theory & Applications)
- NEP-GTH-2009-11-14 (Game Theory)
- NEP-ORE-2009-11-14 (Operations Research)
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