Solving two-state Markov games with incomplete information on one side

• 成果类型: Article
• 署名作者: Ashkenazi-Golan, Galit; Rainer, Catherine; Solan, Eilon
• 署名单位: Tel Aviv University; Universite de Bretagne Occidentale
• 刊物名称: GAMES AND ECONOMIC BEHAVIOR
• ISSN/ISSBN: 0899-8256
• DOI: 10.1016/j.geb.2020.04.004
• 发表日期: 2020
• 页码: 83-104
• 关键词: Repeated games with incomplete; information on one side; Markov games; Value; Optimal strategy; algorithm

摘要

We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy for the informed player in the limiting game in continuous time. This limiting strategy induces an c-optimal strategy for the informed player, provided the gap between stages is small. Our results demonstrate when the informed player should use her information and how. (C) 2020 Elsevier Inc. All rights reserved.