Related papers: Structured Perfect Bayesian Equilibrium in Infinit…
We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…
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…
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 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…
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 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…
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…
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.…
This paper proposes the notion of robust PBE in a general competing mechanism game of incomplete information where a mechanism allows its designer to send a message to himself at the same time agents send messages. It identifies the utility…
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…
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…
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 an environment where players need to decide whether to buy a certain product (or adopt a technology) or not. The product is either good or bad, but its true value is unknown to the players. Instead, each player has her own…
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…
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…
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…
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…
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…