English
Related papers

Related papers: On the diffuseness of incomplete information game

200 papers

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…

Trading and Market Microstructure · Quantitative Finance 2025-03-25 Neil A. Chriss

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…

Computer Science and Game Theory · Computer Science 2016-02-02 Gabriel Frahm

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…

Computer Science and Game Theory · Computer Science 2015-09-30 Payam Delgosha , Amin Gohari , Mohammad Akbarpour

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…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David H. Wolpert

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…

Cryptography and Security · Computer Science 2022-04-15 Mário S. Alvim , Konstantinos Chatzikokolakis , Yusuke Kawamoto , Catuscia Palamidessi

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…

Multiagent Systems · Computer Science 2025-01-09 Fabian Farestam , Dilian Gurov

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…

Computer Science and Game Theory · Computer Science 2015-07-29 Dietmar Berwanger , Anup Basil Mathew

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…

Optimization and Control · Mathematics 2015-07-30 Rainer Buckdahn , Marc Quincampoix , Catherine Rainer , Yuhong Xu

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…

Computer Science and Game Theory · Computer Science 2014-05-08 Julie De Pril , János Flesch , Jeroen Kuipers , Gijs Schoenmakers , Koos Vrieze

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…

Computer Science and Game Theory · Computer Science 2007-05-23 Joseph Y. Halpern , Leandro C. Rêgo

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…

Theoretical Economics · Economics 2022-09-20 Shaofei Jiang

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…

Computer Science and Game Theory · Computer Science 2026-05-28 Bharat Gangwani , Arunesh Sinha

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…

Computer Science and Game Theory · Computer Science 2021-04-22 János Flesch , Arkadi Predtetchinski , Ville Suomala

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…

Probability · Mathematics 2020-07-15 Tiziano De Angelis , Erik Ekström , Kristoffer Glover

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…

Quantum Physics · Physics 2019-08-28 Andrés F. Ducuara , Paul Skrzypczyk

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…

Computers and Society · Computer Science 2022-09-14 Benjamin Fish , Luke Stark

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…

Theoretical Economics · Economics 2021-05-06 Enxian Chen , Lei Qiao , Xiang Sun , Yeneng Sun

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…

Theoretical Economics · Economics 2023-03-10 Lucas Pahl

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…

General Economics · Economics 2020-04-10 Stefan Rass

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,…

Logic in Computer Science · Computer Science 2019-08-08 Sophia Knight , Bastien Maubert