On a Markov Game with One-Sided Information

Nicolas Vieille (1) , Johannes Hörner (2) , Dinah Rosenberg (1) , Eilon Solan (3)

1 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC
2 Department of Economics
3 TAU - School of Mathematical Sciences [Tel Aviv]

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 [Aumann, R. J., M. B. Maschler. 1995. Repeated Games with Incomplete Information. MIT Press, Cambridge, MA]. We determine the value and identify the optimal strategies for a range of parameters.

Keywords: games/group decisions; noncooperative; stochastic; dynamic programming/optimal control; Markov.; Markov

Domains: Economy and decision science

Nicolas Vieille, Johannes Hörner, Dinah Rosenberg, Eilon Solan. On a Markov Game with One-Sided Information. Operations Research, 2010, 58 (4), pp.1107-1115. ⟨10.1287/opre.1100.0829⟩. ⟨hal-00528415⟩