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info:eu-repo/semantics/altIdentifier/doi/10.1287/opre.1100.0829
Nicolas Vieille et al., « On a Markov Game with One-Sided Information », HAL-SHS : économie et finance, ID : 10.1287/opre.1100.0829
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 [Aumann, R. J., M. B. Maschler. 1995. Repeated Games with Incomplete Information. MIT Press, Cambridge, MA]. We determine the value and identify the optimal strategies for a range of parameters.