Markov games with incomplete information

We consider zero-sum Markov games with incomplete information. Here, the second player is never informed about the current state of the underlying Markov chain. The existence of a value and of optimal strategies for both players is shown. In particular, we present finite algorithms for computing optimal strategies for the informed and uninformed player. The algorithms are based on linear programming results. Copyright Physica-Verlag 1997

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Year of publication:	1997
Authors:	Krausz, Alexander ; Rieder, Ulrich
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 46.1997, 2, p. 263-279
Publisher:	Springer
Subject:	Markov games with incomplete information \| Repeated games \| Optimal strategies \| Algorithms \| Linear programming

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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