Related papers: Signaling equilibria for dynamic LQG games with as…
This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…
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 study a class of deterministic finite-horizon two-player nonzero-sum differential games where players are endowed with different kinds of controls. We assume that Player 1 uses piecewise-continuous controls, while Player 2 uses impulse…
We investigate a linear quadratic stochastic zero-sum game where two players lobby a political representative to invest in a wind turbine farm. Players are time-inconsistent because they discount performance with a non-constant rate. Our…
This paper considers a continuous time Kyle-Back model which is a game problem between an insider and a market marker. The existing literature typically focuses on the existence of equilibrium by using the PDE approach, which requires…
While the topic of mean-field games (MFGs) has a relatively long history, heretofore there has been limited work concerning algorithms for the computation of equilibrium control policies. In this paper, we develop a computable policy…
In the framework of finite games in extensive form with perfect information and strict preferences, this paper introduces a new equilibrium concept: the Perfect Prediction Equilibrium (PPE). In the Nash paradigm, rational players consider…
We present novel techniques for neuro-symbolic concurrent stochastic games, a recently proposed modelling formalism to represent a set of probabilistic agents operating in a continuous-space environment using a combination of neural network…
We study model-based and model-free policy optimization in a class of nonzero-sum stochastic dynamic games called linear quadratic (LQ) deep structured games. In such games, players interact with each other through a set of weighted…
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 addresses a Stackelberg stochastic linear-quadratic (LQ) differential game under closed-loop information, a problem inherently time-inconsistent. Existing approaches rely on solving two coupled Hamilton-Jacobi-Bellman (HJB)…
This paper establishes a data-driven solution for infinite horizon linear quadratic Gaussian Mean Field Games with network-coupled heterogeneous agent populations where the dynamics of the agents are unknown. The solution technique relies…
In this work we consider a stochastic linear quadratic two-player game. The state measurements are observed through a switched noiseless communication link. Each player incurs a finite cost every time the link is established to get…
We analyze in this paper finite horizon hierarchical signaling games between (information provider) senders and (decision maker) receivers in a dynamic environment. The underlying information evolves in time while sender and receiver…
This paper is concerned with a three-level stochastic linear-quadratic Stackelberg differential game with asymmetric information, in which three players participate credited as Player 1, Player 2 and Player 3. Player 3 acts as the leader of…
In this paper, we revisit the two-player continuous-time infinite-horizon linear quadratic differential game problem, where one of the players can sample the state of the system only intermittently due to a sensing constraint while the…
We investigate the consequences of allowing players to adopt strategies which take advantage of quantum randomization devices. In games of full information, the resulting equilibria are always correlated equilibria, but not all correlated…
We investigate a privacy-signaling game problem in which a sender with privacy concerns observes a pair of correlated random vectors which are modeled as jointly Gaussian. The sender aims to hide one of these random vectors and convey the…
We study dynamic signaling when the informed party does not observe the signals generated by her actions. A long-run player signals her type continuously over time to a myopic second player who privately monitors her behavior; in turn, the…
We consider a general time-inconsistent stochastic linear-quadratic differential game. The time-inconsistency arises from the presence of quadratic terms of the expected state as well as state-dependent term in the objective functionals. We…