Solving Two-State Markov Games with Incomplete Information
Speaker
Galit Ashkenazi-Golan
Date
23/10/2018 - 13:00 - 11:30Add To Calendar
2018-10-23 11:30:00
2018-10-23 13:00:00
Solving Two-State Markov Games with Incomplete Information
We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to zero,and an optimal strategy for the informed player in the limiting game in continuous time.
This limiting strategy induces an epsilon-optimal strategy for the informed player, provided the gap between stages is small enough.
Joint work with Catherine Rainer and Eilon Solan.
Economics building (504), faculty lounge on the first floor
אוניברסיטת בר-אילן - Department of Economics
Economics.Dept@mail.biu.ac.il
Asia/Jerusalem
public
Place
Economics building (504), faculty lounge on the first floor
Affiliation
Tel Aviv University
Abstract
We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to zero,and an optimal strategy for the informed player in the limiting game in continuous time.
This limiting strategy induces an epsilon-optimal strategy for the informed player, provided the gap between stages is small enough.
Joint work with Catherine Rainer and Eilon Solan.
Last Updated Date : 04/12/2022
