On a Markov Game with One-Sided Information

J. Horner, D. ROSENBERG, E. Solan, N. VIEILLE

Operations Research

July-August 2010, vol. 58, n°(4-part-2), pp.1107-1115

Departments: Economics & Decision Sciences, GREGHEC (CNRS)

Keywords: Games/group decisions, Noncooperative, Stochastic, Dynamic programming/optimal control, Markov

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