Related papers: On Dynkin games with incomplete information

In the literature of game theory, the information sets of extensive form games have different interpretations, which may lead to confusions and paradoxical cases. We argue that the problem lies in the mix-up of two interpretations of the…

We study multi-player turn-based games played on (potentially infinite) directed graphs. An outcome is assigned to every play of the game. Each player has a preference relation on the set of outcomes which allows him to compare plays. We…

In this article we analyze a partial-information Nash Q-learning algorithm for a general 2-player stochastic game. Partial information refers to the setting where a player does not know the strategy or the actions taken by the opposing…

We consider 2-player stochastic games with perfectly observed actions, and study the limit, as the discount factor goes to one, of the equilibrium payoffs set. In the usual setup where current states are observed by the players, we show…

In this paper, we address the problem of a two-player linear quadratic differential game with incomplete information, a scenario commonly encountered in multi-agent control, human-robot interaction (HRI), and approximation methods for…

We propose definitions of substitutes and complements for pieces of information ("signals") in the context of a decision or optimization problem, with game-theoretic and algorithmic applications. In a game-theoretic context, substitutes…

In a game where both contestants have perfect information, there is a strict limit on how perfect that information can be. By contrast, when one player is deprived of all information, the limit on the other player's information disappears,…

We consider an environment where players need to decide whether to buy a certain product (or adopt a technology) or not. The product is either good or bad, but its true value is unknown to the players. Instead, each player has her own…

In this paper we study continuous-time two-player zero-sum optimal switching games on a finite horizon. Using the theory of doubly reflected BSDEs with interconnected barriers, we show that this game has a value and an equilibrium in the…

We study optimal information provision in transportation networks when users are strategic and the network state is uncertain. An omniscient planner observes the network state and discloses information to the users with the goal of…

We formulate and analyze a general class of stochastic dynamic games with asymmetric information arising in dynamic systems. In such games, multiple strategic agents control the system dynamics and have different information about the…

Deception plays a crucial role in strategic interactions with incomplete information. Motivated by security applications, we study a class of two-player turn-based deterministic games with one-sided incomplete information, in which player 1…

We study a stopping game of preemption type between two players who both act under uncertain competition. In this framework we introduce, and study the effect of, (i) asymmetry of payoffs, allowing e.g. for different investment costs, and…

This paper is interested in the problem of optimal stopping in a mean field game context. The notion of mixed solution is introduced to solve the system of partial differential equations which models this kind of problem. This notion…

We analyze how dynamic information should be provided to uniquely implement the largest equilibrium in binary-action coordination games. The designer offers an informational put: she stays silent if players choose her preferred action, but…

This paper studies two-player zero-sum stochastic Bayesian games where each player has its own dynamic state that is unknown to the other player. Using typical techniques, we provide the recursive formulas and sufficient statistics in both…

There has been a recent surge of interest in the role of information in strategic interactions. Much of this work seeks to understand how the realized equilibrium of a game is influenced by uncertainty in the environment and the information…

Information asymmetry in games enables players with the information advantage to manipulate others' beliefs by strategically revealing information to other players. This work considers a double-sided information asymmetry in a Bayesian…

In this paper, we study a non-zero-sum game with two players, where each of the players plays what we call Bermudan strategies and optimizes a general non-linear assessment functional of the pay-off. By using a recursive construction, we…

We study the problem of implementing equilibria of complete information games in settings of incomplete information, and address this problem using "recommender mechanisms." A recommender mechanism is one that does not have the power to…