Document Type
Discussion Paper
Publication Date
11-1-2009
CFDP Number
1737
CFDP Pages
24
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 (1995). We determine the value and identify the optimal strategies for a range of parameters.
Recommended Citation
Hörner, Johannes; Rosenberg, Dinah; Solan, Eilon; and Vieille, Nicolas, "On a Markov Game with One-Sided Incomplete Information" (2009). Cowles Foundation Discussion Papers. 2061.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/2061