On a Markov Game with One-Sided Incomplete Information
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.
|Date of creation:||Oct 2009|
|Publication status:||Published in Operations Research (2010), 58(4): 1107-1115|
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|Order Information:|| Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA|
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