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This paper focuses on zero-sum stochastic differential games in the framework of forward-backward stochastic differential equations on a finite time horizon with both players adopting impulse controls. By means of BSDE methods, in…

Optimization and Control · Mathematics 2021-04-08 Liangquan Zhang

A key challenge in multi-agent systems is the design of intelligent agents solving real-world tasks in close interaction with other agents (e.g. humans), thereby being confronted with a variety of behavioral variations and limited knowledge…

Multiagent Systems · Computer Science 2020-07-13 Julian Bernhard , Alois Knoll

This paper provides an analysis of different formal representations of beliefs in epistemic game theory. The aim is to attempt a synthesis of different structures of beliefs in the presence of indeterminate probabilities. Special attention…

Computer Science and Game Theory · Computer Science 2013-09-09 Yang Liu

Bayesian games model interactive decision-making where players have incomplete information -- e.g., regarding payoffs and private data on players' strategies and preferences -- and must actively reason and update their belief models (with…

Computer Science and Game Theory · Computer Science 2024-05-24 Zuyuan Zhang , Mahdi Imani , Tian Lan

We study a class of two-player repeated games with incomplete information and informational externalities. In these games, two states are chosen at the outset, and players get private information on the pair, before engaging in repeated…

Probability · Mathematics 2010-07-27 Dinah Rosenberg , Eilon Solan , Nicolas Vieille

We consider the problem of learning stable matchings with unknown preferences in a decentralized and uncoordinated manner, where "decentralized" means that players make decisions individually without the influence of a central platform, and…

Computer Science and Game Theory · Computer Science 2024-08-16 S. Rasoul Etesami , R. Srikant

We propose a novel belief space planning technique for continuous dynamics by viewing the belief system as a hybrid dynamical system with time-driven switching. Our approach is based on the perturbation theory of differential equations and…

Optimization and Control · Mathematics 2021-07-14 Haruki Nishimura , Mac Schwager

Bayesian regression games are a special class of two-player general-sum Bayesian games in which the learner is partially informed about the adversary's objective through a Bayesian prior. This formulation captures the uncertainty in regard…

Machine Learning · Computer Science 2021-10-04 Wenshuo Guo , Michael I. Jordan , Tianyi Lin

In 1996, Mallozzi and Morgan [33] proposed a new model for Stackelberg games which we refer here to as the Bayesian approach. The leader has only partial information about how followers select their reaction among possibly multiple optimal…

Optimization and Control · Mathematics 2023-05-12 David Salas , Anton Svensson

This paper uses value functions to characterize the pure-strategy subgame-perfect equilibria of an arbitrary, possibly infinite-horizon game. It specifies the game's extensive form as a pentaform (Streufert 2023p, arXiv:2107.10801v4), which…

Theoretical Economics · Economics 2023-03-14 Peter A. Streufert

We introduce the study of sequential information elicitation in strategic multi-agent systems. In an information elicitation setup a center attempts to compute the value of a function based on private information (a-k-a secrets) accessible…

Computer Science and Game Theory · Computer Science 2012-07-19 Rann Smorodinsky , Moshe Tennenholtz

We study an information-structure design problem (a.k.a. persuasion) with a single sender and multiple receivers with actions of a priori unknown types, independently drawn from action-specific marginal distributions. As in the standard…

Artificial Intelligence · Computer Science 2019-08-05 Andrea Celli , Stefano Coniglio , Nicola Gatti

We consider a dynamic model of Bayesian persuasion in which information takes time and is costly for the sender to generate and for the receiver to process, and neither player can commit to their future actions. Persuasion may totally…

Theoretical Economics · Economics 2022-10-03 Yeon-Koo Che , Kyungmin Kim , Konrad Mierendorff

Infrastructure networks are vulnerable to both cyber and physical attacks. Building a secure and resilient networked system is essential for providing reliable and dependable services. To this end, we establish a two-player three-stage game…

Systems and Control · Electrical Eng. & Systems 2019-06-19 Juntao Chen , Corinne Touati , Quanyan Zhu

An important challenge in non-cooperative game theory is coordinating on a single (approximate) equilibrium from many possibilities - a challenge that becomes even more complex when players hold private information. Recommender mechanisms…

Computer Science and Game Theory · Computer Science 2025-05-30 Bengisu Guresti , Chongjie Zhang , Yevgeniy Vorobeychik

This paper addresses the question whether model knowledge can guide a defender to appropriate decisions, or not, when an attacker intrudes into control systems. The model-based defense scheme considered in this study, namely Bayesian…

Cryptography and Security · Computer Science 2023-12-08 Hampei Sasahara , Henrik Sandberg

Corrigibility of autonomous agents is an under explored part of system design, with previous work focusing on single agent systems. It has been suggested that uncertainty over the human preferences acts to keep the agents corrigible, even…

Computer Science and Game Theory · Computer Science 2025-01-10 Edmund Dable-Heath , Boyko Vodenicharski , James Bishop

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

Optimization and Control · Mathematics 2020-01-22 Nuh Aygün Dalkıran , Serdar Yüksel

This paper develops a novel econometric framework for static discrete choice games with costly information acquisition. In traditional discrete games, players are assumed to perfectly know their own payoffs when making decisions, ignoring…

Econometrics · Economics 2025-10-23 Youngjae Jeong

We present a novel algorithm for game-theoretic trajectory planning, tailored for settings in which agents can only observe one another in specific regions of the state space. Such problems arise naturally in the context of multi-robot…

Multiagent Systems · Computer Science 2024-06-18 Kushagra Gupta , David Fridovich-Keil