Markov Games with Frequent Actions and Incomplete Information—The Limit Case

DOI10.1287/moor.2015.0715zbMath1347.91049arXiv1307.3365OpenAlexW1659668922MaRDI QIDQ2800363

Catherine Rainer, Dinah Rosenberg, Nicolas Vieille, Pierre Cardaliaguet

Publication date: 15 April 2016

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.3365

zbMATH Keywords

zero-sum gamesHamilton-Jacobi equationsrepeated gamesincomplete informationMarkov games

Mathematics Subject Classification ID

2-person games (91A05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic games, stochastic differential games (91A15) Multistage and repeated games (91A20)

Related Items (11)

Continuous-time limit of dynamic games with incomplete information and a more informed player ⋮ A two-player zero-sum game where only one player observes a Brownian motion ⋮ The Value of Markov Chain Games with Incomplete Information on Both Sides ⋮ Solving two-state Markov games with incomplete information on one side ⋮ Markovian persuasion with two states ⋮ Dynamic games among teams with delayed intra-team information sharing ⋮ A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides ⋮ Repeated Games with Incomplete Information ⋮ Continuous-time Markov games with asymmetric information ⋮ Limit Value of Dynamic Zero-Sum Games with Vanishing Stage Duration ⋮ Zero-Sum Stopping Games with Asymmetric Information

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