Related papers: On Dynkin games with incomplete information

This paper considers a zero-sum two-player asymmetric information stochastic game where only one player knows the system state, and the transition law is controlled by the informed player only. For the informed player, it has been shown…

Differential games with asymmetric information were introduced by Cardaliaguet (2007). As in repeated games with lack of information on both sides (Aumann and Maschler (1995)), each player receives a private signal (his type) before the…

We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift…

A two-person zero-sum infinite dimensional differential game of infinite duration with discounted payoff involving hybrid controls is studied. The minimizing player is allowed to take continuous, switching and impulse controls whereas the…

This paper investigates a reach-avoid game between two players with damped double integrator dynamics. An optimal state-feedback strategy is derived using a differential game framework combined with geometric analysis. To facilitate the…

A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…

We study the existence of optimal actions in a zero-sum game $\inf_{\tau}\sup_PE^P[X_{\tau}]$ between a stopper and a controller choosing a probability measure. This includes the optimal stopping problem $\inf_{\tau}\mathcal{E}(X_{\tau})$…

We consider N-player and mean field games in continuous time over a finite horizon, where the position of each agent belongs to {-1,1}. If there is uniqueness of mean field game solutions, e.g. under monotonicity assumptions, then the…

We consider a hide-and-seek game between a Hider and a Seeker over a finite set of locations. The Hider chooses one location to conceal a stationary treasure, while the Seeker visits the locations sequentially along a route. As the search…

In this paper, we present a novel, game-theoretic model of deception in two-player, zero-sum games. Our framework leverages an information asymmetry: one player (the deceiver) has access to accurate payoff information, while the other (the…

The traditional difficulty about stochastic singular control is to characterize the regularities of the value function and the optimal control policy. In this paper, a multi-dimensional singular control problem is considered. We found the…

Zero-sum stochastic games provide a rich model for competitive decision making. However, under general forms of state uncertainty as considered in the Partially Observable Stochastic Game (POSG), such decision making problems are still not…

This paper contributes a new class of games called spacetime games with perfect information. In spacetime games, the agents make decisions at various positions in Minkowski spacetime. Spacetime games can be seen as the least common…

This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…

This paper studies a game in which an informed sender with state-independent preferences uses verifiable messages to convince a receiver to choose an action from a finite set. We characterize the equilibrium outcomes of the game and compare…

Let us consider two companies A and B. Both of them are interested in buying a set of some goods. The company A is a big corporation and it knows the actual value of the good on the market and is able to observe the previous values of them.…

Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…

We study games with incomplete information and characterize when a feasible outcome is Pareto efficient. Outcomes with excessive randomization are inefficient: generically, the total number of action profiles across states must be strictly…

We study the performance of Fictitious Play, when used as a heuristic for finding an approximate Nash equilibrium of a 2-player game. We exhibit a class of 2-player games having payoffs in the range [0,1] that show that Fictitious Play…