Existence of optimal strategies in Markov games with incomplete information (Q999122)
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English | Existence of optimal strategies in Markov games with incomplete information |
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Existence of optimal strategies in Markov games with incomplete information (English)
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30 January 2009
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The existence of the value and optimal strategies is proved for the class of two-person repeated games where the state follows an exogeneous Markov chain, and at the beginning of each stage only Player 1 is informed about the state. This model was first introduced and the existence of the value was proved in [\textit{J. Renault}, Math. Oper. Res. 31, No. 3, 490-512 (2006; Zbl 1276.91023)]. Here the proof uses classical repeated games with incomplete information on one side, and the case of non observable actions is also considered.
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Repeated games
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Repeated games with incomplete information
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Markov chain games
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