IDEAS home Printed from https://ideas.repec.org/a/spr/mathme/v46y1997i2p263-279.html
   My bibliography  Save this article

Markov games with incomplete information

Author

Listed:
  • Alexander Krausz
  • Ulrich Rieder

Abstract

We consider zero-sum Markov games with incomplete information. Here, the second player is never informed about the current state of the underlying Markov chain. The existence of a value and of optimal strategies for both players is shown. In particular, we present finite algorithms for computing optimal strategies for the informed and uninformed player. The algorithms are based on linear programming results. Copyright Physica-Verlag 1997

Suggested Citation

  • Alexander Krausz & Ulrich Rieder, 1997. "Markov games with incomplete information," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 46(2), pages 263-279, June.
    • Handle: RePEc:spr:mathme:v:46:y:1997:i:2:p:263-279
    DOI: 10.1007/BF01217695
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF01217695
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/BF01217695?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Heuer, Martin, 1991. "Optimal Strategies for the Uniformed Player," International Journal of Game Theory, Springer;Game Theory Society, vol. 20(1), pages 33-51.
    2. Domansky, Victor C & Kreps, Victoria L, 1994. ""Eventually Revealing" Repeated Games with Incomplete Information," International Journal of Game Theory, Springer;Game Theory Society, vol. 23(2), pages 89-99.
    3. T. H. Mattheiss, 1973. "An Algorithm for Determining Irrelevant Constraints and all Vertices in Systems of Linear Inequalities," Operations Research, INFORMS, vol. 21(1), pages 247-260, February.
    4. Melolidakis, C, 1989. "On Stochastic Games with Lack of Information on One Side," International Journal of Game Theory, Springer;Game Theory Society, vol. 18(1), pages 1-29.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications,, Elsevier.
    2. David González-Sánchez & Fernando Luque-Vásquez & J. Adolfo Minjárez-Sosa, 2019. "Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies," Dynamic Games and Applications, Springer, vol. 9(1), pages 103-121, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fedor Sandomirskiy, 2018. "On Repeated Zero-Sum Games with Incomplete Information and Asymptotically Bounded Values," Dynamic Games and Applications, Springer, vol. 8(1), pages 180-198, March.
    2. Anna Bogomolnaia & Misha Gavrilovich & Egor Ianovski & Galina Lyapunova & Hervé Moulin & Alexander Nesterov & Marina Sandomirskaia & Fedor Sandomirskiy & Elena Yanovskaya, 2021. "In memory of Victoria Kreps (3 September 1945–3 March 2021)," International Journal of Game Theory, Springer;Game Theory Society, vol. 50(3), pages 597-601, September.
    3. Liu, Yanwu & Tu, Yan & Zhang, Zhongzhen, 2021. "The row pivoting method for linear programming," Omega, Elsevier, vol. 100(C).
    4. Nonås, Sigrid Lise, 2009. "Finding and identifying optimal inventory levels for systems with common components," European Journal of Operational Research, Elsevier, vol. 193(1), pages 98-119, February.
    5. Mo, S.H. & Norton, J.P., 1990. "Fast and robust algorithm to compute exact polytope parameter bounds," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 32(5), pages 481-493.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:mathme:v:46:y:1997:i:2:p:263-279. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.