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We study linear quadratic dynamic games where players are uncertain about each other's control policies or goals and consequently seek to be strategically robust. Building on recent work on strategically robust and risk-averse game theory,…

Optimization and Control · Mathematics 2026-04-27 Boris Velasevic , Nicolas Lanzetti , Eric Mazumdar

Motivated by recent works addressing adversarial attacks on deep reinforcement learning, a deception attack on linear quadratic Gaussian control is studied in this paper. In the considered attack model, the adversary can manipulate the…

Systems and Control · Electrical Eng. & Systems 2020-09-11 Zuxing Li , György Dán , Dong Liu

In this paper, we investigate a class of nonzero-sum dynamic stochastic games, where players have linear dynamics and quadratic cost functions. The players are coupled in both dynamics and cost through a linear regression (weighted average)…

Optimization and Control · Mathematics 2020-10-20 Jalal Arabneydi , Amir G. Aghdam , Roland P. Malhamé

$ $This paper addresses the inverse problem for Linear-Quadratic (LQ) nonzero-sum $N$-player differential games, where the goal is to learn parameters of an unknown cost function for the game, called observed, given the demonstrated…

Optimization and Control · Mathematics 2024-10-28 Emin Martirosyan , Ming Cao

Bayesian regression games are a special class of two-player general-sum Bayesian games in which the learner is partially informed about the adversary's objective through a Bayesian prior. This formulation captures the uncertainty in regard…

Machine Learning · Computer Science 2021-10-04 Wenshuo Guo , Michael I. Jordan , Tianyi Lin

We investigate the linear quadratic Gaussian Stackelberg game under a class of nested observation information pattern. Two decision makers implement control strategies relying on different information sets: The follower uses its observation…

Optimization and Control · Mathematics 2022-06-07 Zhipeng Li , Damian Marelli , Minyue Fu , Huanshui Zhang

Linear-quadratic Gaussian games provide a framework for modeling strategic interactions in multi-agent systems, where agents must estimate system states from noisy observations while also making decisions to optimize a quadratic cost.…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Tianyu Qiu , Filippos Fotiadis , Xinjie Liu , Christian Ellis , Jesse Milzman , Wesley Suttle , Ufuk Topcu , David Fridovich-Keil

Bayesian game is a strategic decision-making model where each player's type parameter characterizing its own objective is private information: each player knows its own type but not its rivals' types, and Bayesian Nash equilibrium (BNE) is…

Optimization and Control · Mathematics 2025-01-22 Yuan Tao , Huifu Xu

A repeated network game where agents have quadratic utilities that depend on information externalities -- an unknown underlying state -- as well as payoff externalities -- the actions of all other agents in the network -- is considered.…

Systems and Control · Computer Science 2015-06-12 Ceyhun Eksin , Pooya Molavi , Alejandro Ribeiro , Ali Jadbabaie

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

Computer Science and Game Theory · Computer Science 2020-07-14 Wenshuo Guo , Mihaela Curmei , Serena Wang , Benjamin Recht , Michael I. Jordan

We investigate the equilibrium stability and robustness in a class of moving target defense problems, in which players have both incomplete information and asymmetric cognition. We first establish a Bayesian Stackelberg game model for…

Computer Science and Game Theory · Computer Science 2025-04-15 Hanzheng Zhang , Zhaoyang Cheng , Guanpu Chen , Karl Henrik Johansson

We study finite-horizon two-player zero-sum differential games with one-sided payoff information ($G$), where the informed player (P1) knows the game payoff, while P2 only has a public belief over a finite set of possible payoffs. In this…

Computer Science and Game Theory · Computer Science 2026-05-06 Mukesh Ghimire , Zhe Xu , Yi Ren

We study linear-quadratic games of incomplete information with Gaussian uncertainty, where each player's payoff depends on a privately observed type and a common state. The designer observes the state, elicits types, and sells action…

Computer Science and Game Theory · Computer Science 2025-11-04 Alessandro Bonatti , Munther A. Dahleh , Thibaut Horel

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

Quantum games with incomplete information can be studied within a Bayesian framework. We consider a version of prisoner's dilemma (PD) in this framework with three players and characterize the Nash equilibria. A variation of the standard PD…

Quantum Physics · Physics 2017-03-10 Neal Solmeyer , Ricky Dixon , Radhakrishnan Balu

Player-Compatible Equilibrium (PCE) imposes cross-player restrictions on the magnitudes of the players' "trembles" onto different strategies. These restrictions capture the idea that trembles correspond to deliberate experiments by agents…

Theoretical Economics · Economics 2021-04-13 Drew Fudenberg , Kevin He

This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the leader and follower face different and unknown disturbances.…

Optimization and Control · Mathematics 2024-07-09 Na Xiang , Jingtao Shi

We consider an environment where players need to decide whether to buy a certain product (or adopt a technology) or not. The product is either good or bad, but its true value is unknown to the players. Instead, each player has her own…

General Economics · Economics 2022-07-22 Ilai Bistritz , Nasimeh Heydaribeni , Achilleas Anastasopoulos

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…

Computer Science and Game Theory · Computer Science 2021-05-05 Nabiha Nasir Orpa , Lichun Li

This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…

Optimization and Control · Mathematics 2021-05-25 Yueyang Zheng , Jingtao Shi