Related papers: The Large Space of Information Structures
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…
We dene the distance between two information structures as the largest possible dierence in the value across all zero-sum games. We provide a tractable characterization of the distance, as the minimal distance between 2 polytopes. We use it…
The paper proposes a natural measure space of zero-sum perfect information games with upper semicontinuous payoffs. Each game is specified by the game tree, and by the assignment of the active player and of the capacity to each node of the…
We define the distance between two information structures as the largest possible difference in value across all zero-sum games. We provide a tractable characterization of distance and use it to discuss the relation between the value of…
This paper considers an infinitely repeated three-player Bayesian game with lack of information on two sides, in which an informed player plays two zero-sum games simultaneously at each stage against two uninformed players. This is a…
Equilibrium predictions in games of incomplete information are sensitive to the assumed information structure. Monderer and Samet (1996) and Kajii and Morris (1998) define topological notions of proximity for common prior information…
We study the value and the optimal strategies for a two-player zero-sum optimal stopping game with incomplete and asymmetric information. In our Bayesian set-up, the drift of the underlying diffusion process is unknown to one player…
We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…
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 stochastic games provide a rich model for competitive decision making. However, under general forms of state uncertainty as considered in the Partially Observable Stochastic Game (POSG), such decision making problems are still not…
We study zero-sum differential games with state constraints and one-sided information, where the informed player (Player 1) has a categorical payoff type unknown to the uninformed player (Player 2). The goal of Player 1 is to minimize his…
The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed…
We study a model of games that combines concurrency, imperfect information and stochastic aspects. Those are finite states games in which, at each round, the two players choose, simultaneously and independently, an action. Then a successor…
This paper examines games with strategic complements or substitutes and incomplete information, where players are uncertain about the opponents' parameters. We assume that the players' beliefs about the opponent's parameters are selected…
There has been a recent surge of interest in the role of information in strategic interactions. Much of this work seeks to understand how the realized equilibrium of a game is influenced by uncertainty in the environment and the information…
For a two-player imperfect-information extensive-form game (IIEFG) with $K$ time steps and a player action space of size $U$, the game tree complexity is $U^{2K}$, causing existing IIEFG solvers to struggle with large or infinite $(U,K)$,…
This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type according to a given probability distribution and informs to Player…
We study a class of two-player repeated games with incomplete information and informational externalities. In these games, two states are chosen at the outset, and players get private information on the pair, before engaging in repeated…
Given a finite set $K$, we denote by $X=\Delta(K)$ the set of probabilities on $K$ and by $Z=\Delta_f(X)$ the set of Borel probabilities on $X$ with finite support. Studying a Markov Decision Process with partial information on $K$…
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…