Related papers: Signaling equilibria for dynamic LQG games with as…
We propose projection-free sequential algorithms for linear-quadratic dynamics games. These policy gradient based algorithms are akin to Stackelberg leadership model and can be extended to model-free settings. We show that if the leader…
This paper is concerned with a linear-quadratic (LQ) leader-follower differential game with mixed deterministic and stochastic controls. In the game, the follower is a random controller which means that the follower can choose adapted…
This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the leader and follower face different and unknown disturbances.…
We study the scenario where the players of a classical complete information game initially share an entangled pure quantum state. Each player may perform arbitrary local operations on his own qubits, but no direct communication is allowed.…
We analyze best response dynamics for finding a Nash equilibrium of an infinite horizon zero-sum stochastic linear quadratic dynamic game (LQDG) with partial and asymmetric information. We derive explicit expressions for each player's best…
To what extent can an external observer observing an equilibrium action distribution in an incomplete information game infer the underlying information structure? We investigate this issue in a general linear-quadratic-Gaussian framework. A…
Zero-sum Linear Quadratic (LQ) games are fundamental in optimal control and can be used (i)~as a dynamic game formulation for risk-sensitive or robust control and (ii)~as a benchmark setting for multi-agent reinforcement learning with two…
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…
For a class of finite horizon first order mean field games and associated N-player games, we give a simple proof of convergence of symmetric N-player Nash equilibria in distributed open-loop strategies to solutions of the mean field game in…
In this paper, we consider the $n \times n$ two-payer zero-sum repeated game in which one player (player X) employs the popular Hedge (also called multiplicative weights update) learning algorithm while the other player (player Y) adopts…
This paper investigates the strategic concealment of environment representations used by players in competitive games. We consider a defense scenario in which one player (the Defender) seeks to infer and exploit the representation used by…
One of the reasons why stochastic dynamic games with an underlying dynamic system are challenging is since strategic players have access to enormous amount of information which leads to the use of extremely complex strategies at…
We consider dynamic games defined over an infinite horizon, characterized by linear, discrete-time dynamics and quadratic cost functionals. Considering such linear-quadratic (LQ) dynamic games, we focus on their solutions in terms Nash…
Motivated by applications to data networks where fast convergence is essential, we analyze the problem of learning in generic N-person games that admit a Nash equilibrium in pure strategies. Specifically, we consider a scenario where…
A Bayesian game is said to have nested information if the players are ordered, and each player knows the types of all players that follow her in that order. We prove that all multiplayer Bayesian games with finite actions spaces, bounded…
We develop an empirical framework for analyzing dynamic games when the underlying information structure is unknown to the analyst. We introduce \textit{Markov correlated equilibrium}, a dynamic analog of Bayes correlated equilibrium, and…
Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…
A game-theoretic model for analysing the effects of privacy on strategic communication between agents is devised. In the model, a sender wishes to provide an accurate measurement of the state to a receiver while also protecting its private…
Whether a PTAS (polynomial-time approximation scheme) exists for game equilibria has been an open question, and its absence has indications and consequences in three fields: the practicality of methods in algorithmic game theory,…
The paper is concerned with a zero-sum Stackelberg stochastic linear-quadratic (LQ, for short) differential game over finite horizons. Under a fairly weak condition, the Stackelberg equilibrium is explicitly obtained by first solving a…