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Markov games with incomplete information

Author

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  • Alexander Krausz
  • Ulrich Rieder

Abstract

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

Suggested Citation

  • Alexander Krausz & Ulrich Rieder, 1997. "Markov games with incomplete information," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 46(2), pages 263-279, June.
    • Handle: RePEc:spr:mathme:v:46:y:1997:i:2:p:263-279
    DOI: 10.1007/BF01217695
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    References listed on IDEAS

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    1. Heuer, Martin, 1991. "Optimal Strategies for the Uniformed Player," International Journal of Game Theory, Springer;Game Theory Society, vol. 20(1), pages 33-51.
    2. Domansky, Victor C & Kreps, Victoria L, 1994. ""Eventually Revealing" Repeated Games with Incomplete Information," International Journal of Game Theory, Springer;Game Theory Society, vol. 23(2), pages 89-99.
    3. Melolidakis, C, 1989. "On Stochastic Games with Lack of Information on One Side," International Journal of Game Theory, Springer;Game Theory Society, vol. 18(1), pages 1-29.
    4. T. H. Mattheiss, 1973. "An Algorithm for Determining Irrelevant Constraints and all Vertices in Systems of Linear Inequalities," Operations Research, INFORMS, vol. 21(1), pages 247-260, February.
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    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications,, Elsevier.
    2. David González-Sánchez & Fernando Luque-Vásquez & J. Adolfo Minjárez-Sosa, 2019. "Zero-Sum Markov Games with Random State-Actions-Dependent Discount Factors: Existence of Optimal Strategies," Dynamic Games and Applications, Springer, vol. 9(1), pages 103-121, March.

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