Markov games with incomplete information |
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Authors: | Alexander Krausz Ulrich Rieder |
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Institution: | (1) Department of Mathematics VII, University of Ulm, D-89069 Ulm, Germany |
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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. |
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Keywords: | Markov games with incomplete information Repeated games Optimal strategies Algorithms Linear programming |
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