Nash Equilibria in Partial-Information Games on Markov Chains∗
نویسندگان
چکیده
We consider a two-player partial-information game on a Markov chain, where each player attempts to minimize its own cost over a finite time horizon. We show that this game has always a Nash equilibrium in stochastic behavioral policies. The technique used to prove this result is constructive but has severe limitations because it involves solving an extremely large bi-matrix game. To alleviate this problem, we derive a dynamic-programming-like condition that is necessary and sufficient for a pair of policies to be a Nash equilibrium. This condition automatically gives Nash equilibria when a pair of “cost-to-go” functions can be found that satisfy certain inequalities.
منابع مشابه
Nash Equilibria in Partial - Information Games on Markov Chains † Technical Report
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