Related papers: On the diffuseness of incomplete information game
This paper examines strategic trading under incomplete information, where firms lack full knowledge of key aspects of their competitors' trading strategies such as target sizes and market impact models. We extend previous work on…
Bayesian rationality in strategic games presumes that it is possible to translate strategic uncertainty into imperfect information. Correlated equilibrium is guided by the idea that players are Bayes rational, have a common prior, and…
We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…
Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…
A common goal in the areas of secure information flow and privacy is to build effective defenses against unwanted leakage of information. To this end, one must be able to reason about potential attacks and their interplay with possible…
In this paper, we present a conceptual model game to examine the dynamics of asymmetric interactions in games with imperfect information. The game involves two agents with starkly contrasting capabilities: one agent can take actions but has…
Infinite games where several players seek to coordinate under imperfect information are deemed to be undecidable, unless the information is hierarchically ordered among the players. We identify a class of games for which joint winning…
We investigate a two-player zero-sum differential game with asymmetric information on the payoff and without Isaacs condition. The dynamics is an ordinary differential equation parametrised by two controls chosen by the players. Each player…
Secure equilibrium is a refinement of Nash equilibrium, which provides some security to the players against deviations when a player changes his strategy to another best response strategy. The concept of secure equilibrium is specifically…
Standard game theory assumes that the structure of the game is common knowledge among players. We relax this assumption by considering extensive games where agents may be unaware of the complete structure of the game. In particular, they…
Evidence games study situations where a sender persuades a receiver by selectively disclosing hard evidence about an unknown state of the world. Evidence games often have multiple equilibria. Hart et al. (2017) propose to focus on…
We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…
The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…
We study the value and the optimal strategies for a two-player zero-sum optimal stopping game with incomplete and asymmetric information. In our Bayesian set-up, the drift of the underlying diffusion process is unknown to one player…
We consider the quantum resource theory of measurement informativeness and introduce a weight-based quantifier of informativeness. We show that this quantifier has operational significance from the perspective of quantum state exclusion, by…
Existing efforts to formulate computational definitions of fairness have largely focused on distributional notions of equality, where equality is defined by the resources or decisions given to individuals in the system. Yet existing…
This paper proposes a new equilibrium concept "robust perfect equilibrium" for non-cooperative games with a continuum of players, incorporating three types of perturbations. Such an equilibrium is shown to exist (in symmetric mixed…
This paper considers an infinitely repeated three-player Bayesian game with lack of information on two sides, in which an informed player plays two zero-sum games simultaneously at each stage against two uninformed players. This is a…
The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…
We propose an extension of Strategy Logic (SL), in which one can both reason about strategizing under imperfect information and about players' knowledge. One original aspect of our approach is that we do not force strategies to be uniform,…