Related papers: Value-based distance between the information struc…
We study the iteration complexity of decentralized learning of approximate correlated equilibria in incomplete information games. On the negative side, we prove that in $\mathit{extensive}$-$\mathit{form}$ $\mathit{games}$, assuming…
We propose an implementable, neural network-based structure preserving probabilistic numerical approximation for a generalized obstacle problem describing the value of a zero-sum differential game of optimal stopping with asymmetric…
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 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…
The computation of a solution concept of a cooperative game usually depends on values of all coalitions. However, in some applications, values of some of the coalitions might be unknown due to various reasons. We introduce a method to…
The information decomposition problem requires an additive decomposition of the mutual information between the input and target variables into nonnegative terms. The recently introduced solution to this problem, Information Attribution,…
A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…
Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the…
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…
Zero-sum and non-zero-sum (aka general-sum) games are relevant in a wide range of applications. While general non-zero-sum games are computationally hard, researchers focus on the special class of monotone games for gradient-based…
Two standard algorithms for approximately solving two-player zero-sum concurrent reachability games are value iteration and strategy iteration. We prove upper and lower bounds of 2^(m^(Theta(N))) on the worst case number of iterations…
How can the information that a set ${X_{1},...,X_{n}}$ of random variables contains about another random variable $S$ be decomposed? To what extent do different subgroups provide the same, i.e. shared or redundant, information, carry unique…
We study a two-player, zero-sum, dynamic game with incomplete information where one of the players is more informed than his opponent. We analyze the limit value as the players play more and more frequently. The more informed player…
We consider concurrent stochastic games played on graphs with reachability and safety objectives. These games can be solved by value iteration as well as strategy iteration, each of them yielding a sequence of under-approximations of the…
Zero-sum asymmetric games model decision making scenarios involving two competing players who have different information about the game being played. A particular case is that of nested information, where one (informed) player has superior…
We prove that in a general zero-sum repeated game where the first player is more informed than the second player and controls the evolution of information on the state, the uniform value exists. This result extends previous results on…
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…
We unify standard frameworks for approachability both in full or partial monitoring by defining a new abstract game, called the "purely informative game", where the outcome at each stage is the maximal information players can obtain,…
We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given…
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…