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We develop a hierarchical Bayesian dynamic game for competitive inventory and pricing under incomplete information. Two firms repeatedly choose order quantities and prices while facing two layers of uncertainty: unknown market demand and…

Methodology · Statistics 2026-03-09 Debashis Chatterjee

A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…

Systems and Control · Electrical Eng. & Systems 2019-12-25 Dhruva Kartik , Ashutosh Nayyar

Consider an analyst who models a strategic situation using an incomplete information game. The true game may involve correlated, duplicated belief hierarchies, but the analyst lacks knowledge of the correlation structure and can only…

Theoretical Economics · Economics 2026-03-13 Stephen Morris , Takashi Ui

Deception is a technique to mislead human or computer systems by manipulating beliefs and information. For the applications of cyber deception, non-cooperative games become a natural choice of models to capture the adversarial interactions…

Cryptography and Security · Computer Science 2019-02-12 Tao Zhang , Linan Huang , Jeffrey Pawlick , Quanyan Zhu

We analyze a class of stochastic dynamic games among teams with asymmetric information, where members of a team share their observations internally with a delay of $d$. Each team is associated with a controlled Markov Chain, whose dynamics…

Multiagent Systems · Computer Science 2024-02-05 Dengwang Tang , Hamidreza Tavafoghi , Vijay Subramanian , Ashutosh Nayyar , Demosthenis Teneketzis

This paper investigates how an autonomous agent can transmit information through its motion in an adversarial setting. We consider scenarios where an agent must reach its goal while deceiving an intelligent observer about its destination.…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Violetta Rostobaya , James Berneburg , Yue Guan , Michael Dorothy , Daigo Shishika

Empirically, many strategic settings are characterized by stable outcomes in which players' decisions are publicly observed, yet no player takes the opportunity to deviate. To analyze such situations in the presence of incomplete…

Econometrics · Economics 2024-04-12 Paul S. Koh

Modeling the interaction between traffic agents is a key issue in designing safe and non-conservative maneuvers in autonomous driving. This problem can be challenging when multi-modality and behavioral uncertainties are engaged. Existing…

Robotics · Computer Science 2024-09-24 Zhenmin Huang , Tong Li , Shaojie Shen , Jun Ma

Security challenges accompany the efficiency. The pervasive integration of information and communications technologies (ICTs) makes cyber-physical systems vulnerable to targeted attacks that are deceptive, persistent, adaptive and…

Computer Science and Game Theory · Computer Science 2018-09-11 Linan Huang , Quanyan Zhu

This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely…

Theoretical Economics · Economics 2025-12-02 Denis Kojevnikov , Kyungchul Song

Information gathering while interacting with other agents under sensing and motion uncertainty is critical in domains such as driving, service robots, racing, or surveillance. The interests of agents may be at odds with others, resulting in…

Robotics · Computer Science 2021-05-14 Wilko Schwarting , Alyssa Pierson , Sertac Karaman , Daniela Rus

Deception is a technique to mislead human or computer systems by manipulating beliefs and information. Successful deception is characterized by the information-asymmetric, dynamic, and strategic behaviors of the deceiver and the deceivee.…

Cryptography and Security · Computer Science 2018-10-02 Tao Zhang , Quanyan zhu

We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed…

Optimization and Control · Mathematics 2023-03-14 Shijie Huang , Jinlong Lei , Yiguang Hong

Advanced Persistent Threats (APTs) have recently emerged as a significant security challenge for a cyber-physical system due to their stealthy, dynamic and adaptive nature. Proactive dynamic defenses provide a strategic and holistic…

Computer Science and Game Theory · Computer Science 2019-11-11 Linan Huang , Quanyan Zhu

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…

Computer Science and Game Theory · Computer Science 2025-04-15 Hanzheng Zhang , Zhaoyang Cheng , Guanpu Chen , Karl Henrik Johansson

We study a general class of dynamic multi-agent decision problems with asymmetric information and non-strategic agents, which includes dynamic teams as a special case. When agents are non-strategic, an agent's strategy is known to the other…

Multiagent Systems · Computer Science 2018-12-05 Hamidreza Tavafoghi , Yi Ouyang , Demosthenis Teneketzis

In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation…

Optimization and Control · Mathematics 2023-09-19 Hanzheng Zhang , Guanpu Chen , Huashu Qin

This paper analyzes a finite horizon dynamic signaling game motivated by the well-known strategic information transmission problems in economics. The mathematical model involves information transmission between two agents, a sender who…

Systems and Control · Computer Science 2016-11-17 Muhammed Sayin , Emrah Akyol , Tamer Basar

Correlated Equilibrium (CE) is a well-established solution concept that captures coordination among agents and enjoys good algorithmic properties. In real-world multi-agent systems, in addition to being in an equilibrium, agents' policies…

Artificial Intelligence · Computer Science 2023-02-17 Libo Zhang , Yang Chen , Toru Takisaka , Bakh Khoussainov , Michael Witbrock , Jiamou Liu

The assumptions of necessary rationality and necessary knowledge of strategies, also known as perfect prediction, lead to at most one surviving outcome, immune to the knowledge that the players have of them. Solutions concepts implementing…

Computer Science and Game Theory · Computer Science 2019-05-23 Ghislain Fourny