Related papers: Dynkin games with incomplete and asymmetric inform…
We study a general class of dynamic multi-agent decision problems with asymmetric information and non-strategic agents, which includes dynamic teams as a special case. When agents are non-strategic, an agent's strategy is known to the other…
We introduce and analyze a natural game formulated as follows. In this one-person game, the player is given a random permutation $A=(a_1,\dots, a_n)$ of a multiset $M$ of $n$ reals that sum up to $0$, where each of the $n!$ permutation…
In this paper, we investigate informational asymmetries in the Colonel Blotto game, a game-theoretic model of competitive resource allocation between two players over a set of battlefields. The battlefield valuations are subject to…
This paper extends Berge's maximum theorem for possibly noncompact action sets and unbounded cost functions to minimax problems and studies applications of these extensions to two-player zero-sum games with possibly noncompact action sets…
In this work, we study the system of interacting non-cooperative two Q-learning agents, where one agent has the privilege of observing the other's actions. We show that this information asymmetry can lead to a stable outcome of population…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
We consider a Gaussian interference channel with independent direct and cross link channel gains, each of which is independent and identically distributed across time. Each transmitter-receiver user pair aims to maximize its long-term…
We present a novel two-player game in a chaotic dynamical system where players have opposing objectives regarding the system's behavior. The game is analyzed using a methodology from the field of chaos control known as partial control. Our…
We consider the problem of stopping a diffusion process with a payoff functional that renders the problem time-inconsistent. We study stopping decisions of naive agents who reoptimize continuously in time, as well as equilibrium strategies…
This paper introduces a new class of Dynkin games, where the two players are allowed to make their stopping decisions at a sequence of exogenous Poisson arrival times. The value function and the associated optimal stopping strategy are…
This paper is concerned with a leader-follower stochastic differential game with asymmetric information, where the information available to the follower is based on some sub-$\sigma$-algebra of that available to the leader. Such kind of…
We investigate quantum games in which the information is asymmetrically distributed among the players, and find the possibility of the quantum game outperforming its classical counterpart depends strongly on not only the entanglement, but…
We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…
Studying games in the complete information model makes them analytically tractable. However, large $n$ player interactions are more realistically modeled as games of incomplete information, where players may know little to nothing about the…
In two-player zero-sum stochastic games, where two competing players make decisions under uncertainty, a pair of optimal strategies is traditionally described by Nash equilibrium and computed under the assumption that the players have…
We consider 2-player zero-sum stochastic games where each player controls his own state variable living in a compact metric space. The terminology comes from gambling problems where the state of a player represents its wealth in a casino.…
We investigate how asymmetric information affects equilibrium price formation in an economy with many interacting agents. Motivated by a finite-player model with two populations of asymmetrically informed agents, we study its mean-field…
In this paper we model a game such that all strategies are non-revealing, with imperfect recall and incomplete information. We also introduce a modified sliding-block code as a linear transformation which generates common knowledge of how…
The assumptions of necessary rationality and necessary knowledge of strategies, also known as perfect prediction, lead to at most one surviving outcome, immune to the knowledge that the players have of them. Solutions concepts implementing…
Mertens [In Proceedings of the International Congress of Mathematicians (Berkeley, Calif., 1986) (1987) 1528-1577 Amer. Math. Soc.] proposed two general conjectures about repeated games: the first one is that, in any two-person zero-sum…