  We study the optimal use of information in Markov games with incomplete
information on one side and two states. We provide a finite-stage algorithm for
calculating the limit value as the gap between stages goes to 0, and an optimal
strategy for the informed player in the limiting game in continuous time. This
limiting strategy induces an-optimal strategy for the informed player, provided
the gap between stages is small. Our results demonstrate when the informed
player should use his information and how.
