Related papers: Limited Information Strategies and Discrete Select…

We investigate a discrete search game called the Multiple Caching Game where the searcher's aim is to find all of a set of $d$ treasures hidden in $n$ locations. Allowed queries are sets of locations of size $k$, and the searcher wins if in…

This work investigates a dynamic variant of Bayesian persuasion, in which a strategic sender seeks to influence a receiver's belief over time through controlling the timing of the information disclosure, under resource constraints. We…

We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…

The Colonel Blotto game, introduced by Borel in the 1920s, is often used for modeling various real-life settings, such as elections, lobbying, etc. The game is based on the allocation of limited resources by players to a set of fields. Each…

We study an online learning problem in general-sum Stackelberg games, where players act in a decentralized and strategic manner. We study two settings depending on the type of information for the follower: (1) the limited information…

Financial markets, with their vast range of different investment opportunities, can be seen as a system of many different simultaneous games with diverse and often unknown levels of risk and reward. We introduce generalizations to the…

We analyze, both analytically and numerically, the self-organization of a system of "selfish" adaptive agents playing an arbitrary iterated pairwise game (defined by a 2X2 payoff matrix). Examples of possible games to play are: the…

Consider a 4-player version of Matching Pennies where a team of three players competes against the Devil. Each player simultaneously says "Heads" or "Tails". The team wins if all four choices match; otherwise the Devil wins. If all team…

We consider discrete time partially observable zero-sum stochastic game with average payoff criterion. We study the game using an equivalent completely observable game. We show that the game has a value and also we come up with a pair of…

Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…

Directed information or its variants are utilized extensively in the characterization of the capacity of channels with memory and feedback, nonanticipative lossy data compression, and their generalizations to networks. In this paper, we…

Two-player win/lose games of infinite duration are involved in several disciplines including computer science and logic. If such a game has deterministic winning strategies, one may ask how simple such strategies can get. The answer may…

We extend the open games framework for compositional game theory to encompass also mixed strategies, making essential use of the discrete probability distribution monad. We show that the resulting games form a symmetric monoidal category,…

Betting games provide a natural setting to capture how information yields strategic advantage. The Kelly criterion for betting, long a cornerstone of portfolio theory and information theory, admits an interpretation in the limit of…

We consider discrete-time Markov decision processes in which the decision maker is interested in long but finite horizons. First we consider reachability objective: the decision maker's goal is to reach a specific target state with the…

We analyze misere play of impartial tic-tac-toe---a game suggested by Bob Koca in which both players make X's on the board, and the first player to complete three-in-a-row loses. This game was recently discussed on mathoverflow.net in a…

We study discrete preference games in heterogeneous social networks. These games model the interplay between a player's private belief and his/her publicly stated opinion (which could be different from the player's belief) as a strategic…

The evolution of preferences that account for other agents' fitness, or other-regarding preferences, has been modeled with the "indirect approach" to evolutionary game theory. Under the indirect evolutionary approach, agents make decisions…

This paper deals with a standard stochastic game model with a continuum of states under the duel-type setup. It newly proposes a hybrid model of game theory and the fluctuation process, which could be applied for various practical decision…

In statistical decision theory involving a single decision-maker, an information structure is said to be better than another one if for any cost function involving a hidden state variable and an action variable which is restricted to be…