We analyze a toy class of two-player repeated games with two-sided incomplete information. In effect, two players are facing independent decision problems and each of them holds information that is potentially valuable to the other player. We study to what extent, and how, information can be...

We apply the average cost optimality equation to zero-sum Markov games, by considering a simple game with one-sided incomplete information that generalizes an example of Aumann and Maschler (1995). We determine the value and identify the optimal strategies for a range of parameters

We provide a tight bound on the amount of experimentation under the optimal strategy in sequential decision problems. We show the applicability of the result by providing a bound on the cut-off in a one-arm bandit problem.

We study stochastic games with incomplete information on one side, where the transition is controlled by one of the players. <p> We prove that if the informed player also controls the transition, the game has a value, whereas if the uninformed player controls the transition, the max-min value, as...</p>

This paper presents a general model of information dissemination

We study zero-sum stochastic games in which players do not observe the actions of the opponent. Rather, they observe a stochastic signal that may depend on the state, and on the pair of actions chosen by the players. We assume each player observes the state and his own action. <p> We propose a...</p>

Given a sequence (s0; s1,..., sN) of observations from a finite set S, we construct a process (sn)n_N that satisfies the following properties: (i) (Sn)n_ ·N is a piecewise Markov chain, (ii) the conditional distribution of sn given S0,...,Sn-1 is close to the empirical transition given by the...