Related papers: The Large Space of Information Structures
In this paper have written the results of the information analysis of structures. The obtained information estimation (IE) are based on an entropy measure of C. Shannon. Obtained IE is univalent both for the non-isomorphic and for the…
Unlike Poker where the action space $\mathcal{A}$ is discrete, differential games in the physical world often have continuous action spaces not amenable to discrete abstraction, rendering no-regret algorithms with…
Graph games provide the foundation for modeling and synthesizing reactive processes. In the synthesis of stochastic reactive processes, the traditional model is perfect-information stochastic games, where some transitions of the game graph…
We provide a self-contained introduction to finite extensive games with perfect information. In these games players proceed in turns having, at each stage, finitely many moves to their disposal, each play always ends, and in each play the…
In a sequential decision-making problem, the information structure is the description of how events in the system occurring at different points in time affect each other. Classical models of reinforcement learning (e.g., MDPs, POMDPs)…
The purpose of this paper is to formalize the concept that best synthesizes our intuitive understanding of quantum mechanics -- that the information carried by a system is limited -- and, from this principle, to construct the foundations of…
This paper provides sufficient conditions for the existence of solutions for two-person zero-sum games with inf/sup-compact payoff functions and with possibly noncompact decision sets for both players. Payoff functions may be unbounded, and…
Desensitization addresses safe optimal planning under parametric uncertainties by providing sensitivity function-based risk estimates. This paper expands upon the existing work on desensitization in optimal control to address safe planning…
In imperfect information games (e.g. Bridge, Skat, Poker), one of the fundamental considerations is to infer the missing information while at the same time avoiding the disclosure of private information. Disregarding the issue of protecting…
Limited lookahead has been studied for decades in perfect-information games. We initiate a new direction via two simultaneous deviation points: generalization to imperfect-information games and a game-theoretic approach. We study how one…
We consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph $G = (V, E)$, with local rewards $r: E \to \ZZ$, and three types of positions: black $V_B$, white $V_W$, and random…
This paper studies two-player zero-sum stochastic Bayesian games where each player has its own dynamic state that is unknown to the other player. Using typical techniques, we provide the recursive formulas and sufficient statistics in both…
We study the general problem of Bayesian persuasion (optimal information design) with continuous actions and continuous state space in arbitrary dimensions. First, we show that with a finite signal space, the optimal information design is…
Multi-agent influence diagrams (MAIDs) are probabilistic graphical models which represent strategic interactions between agents. MAIDs are equivalent to extensive form games (EFGs) but have a more compact and informative structure. However,…
A long-running difficulty with conventional game theory has been how to modify it to accommodate the bounded rationality of all real-world players. A recurring issue in statistical physics is how best to approximate joint probability…
Two-player zero-sum "graph games" are a central model, which proceeds as follows. A token is placed on a vertex of a graph, and the two players move it to produce an infinite "play", which determines the winner or payoff of the game.…
Hierarchies of conditional beliefs (Battigalli and Siniscalchi 1999) play a central role for the epistemic analysis of solution concepts in sequential games. They are modelled by type structures, which allow the analyst to represent the…
This paper introduces risk-revising players to a class of games with incomplete information. These players enter the game with ex ante risk preferences represented by coherent risk measures and develop time-consistent interim revisions of…
Using methods from the statistical mechanics of disordered systems we analyze the properties of bimatrix games with random payoffs in the limit where the number of pure strategies of each player tends to infinity. We analytically calculate…
We study a two player repeated zero-sum game with asymmetric information introduced by Renault in which the underlying state of the game undergoes Markov evolution (parameterized by a transition probability $\frac 12\le p\le 1$). H\"orner,…