10,982 research outputs found
The value of Repeated Games with an informed controller
We consider the general model of zero-sum repeated games (or stochastic games
with signals), and assume that one of the players is fully informed and
controls the transitions of the state variable. We prove the existence of the
uniform value, generalizing several results of the literature. A preliminary
existence result is obtained for a certain class of stochastic games played
with pure strategies
Using HMM in Strategic Games
In this paper we describe an approach to resolve strategic games in which
players can assume different types along the game. Our goal is to infer which
type the opponent is adopting at each moment so that we can increase the
player's odds. To achieve that we use Markov games combined with hidden Markov
model. We discuss a hypothetical example of a tennis game whose solution can be
applied to any game with similar characteristics.Comment: In Proceedings DCM 2013, arXiv:1403.768
Markov 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 stages vanishes; this value is characterized through an auxiliary
optimization problem and as the solution of an Hamilton-Jacobi equation
A Tauberian theorem for nonexpansive operators and applications to zero-sum stochastic games
We prove a Tauberian theorem for nonexpansive operators, and apply it to the
model of zero-sum stochastic game. Under mild assumptions, we prove that the
value of the lambda-discounted game v_{lambda} converges uniformly when lambda
goes to 0 if and only if the value of the n-stage game v_n converges uniformly
when n goes to infinity. This generalizes the Tauberian theorem of Lehrer and
Sorin (1992) to the two-player zero-sum case. We also provide the first example
of a stochastic game with public signals on the state and perfect observation
of actions, with finite state space, signal sets and action sets, in which for
some initial state k_1 known by both players, (v_{lambda}(k_1)) and (v_n(k_1))
converge to distinct limits
Zero-sum stopping games with asymmetric information
We study a model of two-player, zero-sum, stopping games with asymmetric
information. We assume that the payoff depends on two continuous-time Markov
chains (X, Y), where X is only observed by player 1 and Y only by player 2,
implying that the players have access to stopping times with respect to
different filtrations. We show the existence of a value in mixed stopping times
and provide a variational characterization for the value as a function of the
initial distribution of the Markov chains. We also prove a verification theorem
for optimal stopping rules which allows to construct optimal stopping times.
Finally we use our results to solve explicitly two generic examples
On A Markov Game with Incomplete Information
We consider an example of a Markov game with lack of information on one side, that was first introduced by Renault (2002). We compute both the value and optimal strategies for a range of parameter values.
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