Abstract
We consider zero-sum Markov games with incomplete information. Here, the second player is never informed about the current state of the underlying Markov chain. The existence of a value and of optimal strategies for both players is shown. In particular, we present finite algorithms for computing optimal strategies for the informed and uninformed player. The algorithms are based on linear programming results.
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Krausz, A., Rieder, U. Markov games with incomplete information. Mathematical Methods of Operations Research 46, 263–279 (1997). https://doi.org/10.1007/BF01217695
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DOI: https://doi.org/10.1007/BF01217695