Markov Games with Frequent Actions and Incomplete Information—The Limit Case
نویسندگان
چکیده
منابع مشابه
Markov Games with Frequent Actions and Incomplete Information - The Limit Case
We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs depend, while the non-informed player only observes his opponent’s actions. We show the existence of a limit value as the time span between two consecutive s...
متن کاملMarkov games with frequent actions and incomplete information
We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs depend, while the non-informed player only observes his opponent’s actions. We show the existence of a limit value as the time span between two consecutive s...
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The Markov game (also called stochastic game (Filar & Vrieze 1997)) has been adopted as a theoretical framework for multiagent reinforcement learning (Littman 1994). In a Markov game, there are n agents, each facing a Markov decision process (MDP). All agents’ MDPs are correlated through their reward functions and the state transition function. As Markov decision process provides a theoretical ...
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The existence of a value and optimal strategies is proved for the class of twoperson repeated games where the state follows a Markov chain independently of players’ actions and at the beginning of each stage only player one is informed about the state. The results apply to the case of standard signaling where players’ stage actions are observable, as well as to the model with general signals pr...
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A new game form termed games with incomplete awareness is defined. This game form captures unawareness as to other players’ actions, as well as unawareness of the existence of some players. It also captures interactive unawareness: the awareness of players as to what other players are aware of, and so on. The Nash equilibrium solution is extended to this game form and it is shown that every gam...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2016
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2015.0715