Markov games with frequent actions and incomplete information
type: Distribution
access URL: https://hal.science/hal-00843475
format: HTML
issued: 2026-05-10T09:38:30.803916
modified: 2026-05-10T09:38:30.789687

Markov games with frequent actions and incomplete information
type: Dataset
contact point: Organization
  fn: CCSD
keyword: markov-games
keyword: infoeu-reposemanticspreprint
keyword: repeated-games
keyword: preprints-working-papers-
keyword: zero-sum-games
keyword: 91a05-91a15-60j10
keyword: hamilton-jacobi-equations
keyword: incomplete-information
keyword: mathmath-ocmathematics-mathoptimization-and-control-mathoc
landing page: https://hal.science/hal-00843475
description: 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.
issued: 2026-05-10T09:38:30.799769
language: en
modified: 2026-05-10T09:38:30.799774

test_moissonnage_selune
type: Agent