Article ID: | iaor20105607 |
Volume: | 58 |
Issue: | 4-Part-2 |
Start Page Number: | 1107 |
End Page Number: | 1115 |
Publication Date: | Jul 2010 |
Journal: | Operations Research |
Authors: | Solan Eilon, Vieille Nicolas, Rosenberg Dinah, Hrner Johannes |
Keywords: | markov processes, information |
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 (1995) We determine the value and identify the optimal strategies for a range of parameters.