Related papers: A systematic process for evaluating structured per…
In dynamic games with asymmetric information structure, the widely used concept of equilibrium is perfect Bayesian equilibrium (PBE). This is expressed as a strategy and belief pair that simultaneously satisfy sequential rationality and…
We consider a finite horizon repeated game with $N$ selfish players who observe their types privately and take actions, which are publicly observed. Their actions and types jointly determine their instantaneous rewards. In each period,…
We consider a finite horizon dynamic game with two players who observe their types privately and take actions, which are publicly observed. Players' types evolve as independent, controlled linear Gaussian processes and players incur…
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…
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…
Perfect Bayesian Equilibrium (PBE) is a refinement of the Nash equilibrium for imperfect-information extensive-form games (EFGs) that enforces consistency between the two components of a solution: agents' strategy profile describing their…
We consider a dynamic game with asymmetric information where each player observes privately a noisy version of a (hidden) state of the world V, resulting in dependent private observations. We study structured perfect Bayesian equilibria…
We consider a non-zero-sum linear quadratic Gaussian (LQG) dynamic game with asymmetric information. Each player observes privately a noisy version of a (hidden) state of the world $V$, resulting in dependent private observations. We study…
We study a general class of dynamic games with asymmetric information where agents' beliefs are strategy dependent, i.e. signaling occurs. We show that the notion of sufficient information, introduced in the companion paper team, can be…
This paper studies a multi-player, general-sum stochastic game characterized by a dual-stage temporal structure per period. The agents face uncertainty regarding the time-evolving state that is realized at the beginning of each period.…
We introduce a model of sender-receiver stopping games, where the state of the world follows an iid--process throughout the game. At each period, the sender observes the current state, and sends a message to the receiver, suggesting either…
We study the problem of Bayesian learning in a dynamical system involving strategic agents with asymmetric information. In a series of seminal papers in the literature, this problem has been investigated under a simplifying model where…
In this paper, we consider both finite and infinite horizon discounted dynamic mean-field games where there is a large population of homogeneous players sequentially making strategic decisions and each player is affected by other players…
This paper studies two-player zero-sum repeated Bayesian games in which every player has a private type that is unknown to the other player, and the initial probability of the type of every player is publicly known. The types of players are…
Considering linear-quadratic discrete-time games with unknown input/output/state (i/o/s) dynamics and state, we provide necessary and sufficient conditions for the existence and uniqueness of feedback Nash equilibria (FNE) in the…
This article studies rational and persistent deception among intelligent robots to enhance security and operational efficiency. We present an N-player K-stage game with an asymmetric information structure where each robot's private…
We investigate the equilibrium stability and robustness in a class of moving target defense problems, in which players have both incomplete information and asymmetric cognition. We first establish a Bayesian Stackelberg game model for…
Finite-horizon probabilistic multiagent concurrent game systems, also known as finite multiplayer stochastic games, are a well-studied model in computer science due to their ability to represent a wide range of real-world scenarios…
This paper presents a technique for approximating, up to any precision, the set of subgame-perfect equilibria (SPE) in discounted repeated games. The process starts with a single hypercube approximation of the set of SPE. Then the initial…
We consider the problem of dynamic information design with one sender and one receiver where the sender observers a private state of the system and takes an action to send a signal based on its observation to a receiver. Based on this…