On a Markov Game with One-Sided Information
成果类型:
Article
署名作者:
Horner, Johannes; Rosenberg, Dinah; Solan, Eilon; Vieille, Nicolas
署名单位:
Yale University; Hautes Etudes Commerciales (HEC) Paris; Tel Aviv University
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.1100.0829
发表日期:
2010
页码:
1107-1115
关键词:
摘要:
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.