On a Markov Game with One-Sided Information
Johannes Hörner, Dinah Rosenberg, Eilon Solan, Nicolas Vieille · Operations Research · 2010
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.