The Value of Markov Chain Games with Lack of Information on One Side
The Value of Markov Chain Games with Lack of Information on One Side
We consider a two-player zero-sum game, given by a Markov chain over a finite set of states and a family of matrix games indexed by states. The sequence of states follows the Markov chain. At the beginning of each stage, only Player 1 is informed of the current state, then …