Solving Two-State Markov Games with Incomplete Information on One Side
Seminar
Speaker
Galit Ashkenazi-Golan
Date
08/01/2020 - 11:00 - 10:00Add to Calendar
2020-01-08 10:00:00
2020-01-08 11:00:00
Solving Two-State Markov Games with Incomplete Information on One Side
We study the optimal use of information in Markov games with incomplete information on one side and two states.
We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy for the informed player in the limiting game in continuous time.
This limiting strategy induces an epsilon-optimal strategy for the informed player, provided the gap between stages is small.
Our results demonstrate when the informed player should use her information and how.
This is joint work with Eilon Solan and Catherine Rainer.
room 201 Building 216 Bar-Ilan University
אוניברסיטת בר-אילן - Department of Mathematics
mathoffice@math.biu.ac.il
Asia/Jerusalem
public
Place
room 201 Building 216 Bar-Ilan University
Abstract
We study the optimal use of information in Markov games with incomplete information on one side and two states.
We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy for the informed player in the limiting game in continuous time.
This limiting strategy induces an epsilon-optimal strategy for the informed player, provided the gap between stages is small.
Our results demonstrate when the informed player should use her information and how.
This is joint work with Eilon Solan and Catherine Rainer.
Last Updated Date : 05/01/2020
