The Value of Markov Chain Games with Incomplete Information on Both Sides.

Fabien Gensbittel Jérôme Renault

Published in: Math. Oper. Res. (2015)

Keyphrases

markov chain
games with incomplete information
steady state
stochastic games
monte carlo simulation
monte carlo
finite state
transition probabilities
random walk
markov model
markov process
stationary distribution
monte carlo method
state space
transition matrix
average reward
machine learning
state transition