CFDP 1737

On a Markov Game with One-Sided Incomplete Information


Publication Date: November 2009

Pages: 24


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.


Repeated game with incomplete information, Zero-sum games, Partially observable Markov decision processes

JEL Classification Codes:  C72, C73


Published in Operations Research (2010), 58(4): 1107-1115 [DOI]