On a Markov Game with One-Sided Information
Published Online:1 Jul 2010https://doi.org/10.1287/opre.1100.0829
Abstract
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.
