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In a zero-sum stochastic game with signals, at each stage, two adversary players take decisions and receive a stage payoff determined by these decisions and a variable called state. The state follows a Markov chain, that is controlled by…

Optimization and Control · Mathematics 2021-12-02 Bruno Ziliotto

Conventional noncooperative game theory hypothesizes that the joint strategy of a set of players in a game must satisfy an "equilibrium concept". All other joint strategies are considered impossible; the only issue is what equilibrium…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 David H. Wolpert

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…

Formal Languages and Automata Theory · Computer Science 2011-08-31 Vincent Gripon , Olivier Serre

This paper develops a novel econometric framework for static discrete choice games with costly information acquisition. In traditional discrete games, players are assumed to perfectly know their own payoffs when making decisions, ignoring…

Econometrics · Economics 2025-10-23 Youngjae Jeong

A valuation for a player in a game in extensive form is an assignment of numeric values to the players moves. The valuation reflects the desirability moves. We assume a myopic player, who chooses a move with the highest valuation.…

Machine Learning · Computer Science 2007-05-23 Philippe Jehiel , Dov Samet

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In each step, an information system estimates a belief distribution of the parameter based on the players'…

Systems and Control · Electrical Eng. & Systems 2020-10-20 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

Information asymmetry in games enables players with the information advantage to manipulate others' beliefs by strategically revealing information to other players. This work considers a double-sided information asymmetry in a Bayesian…

Computer Science and Game Theory · Computer Science 2023-08-29 Tao Li , Quanyan Zhu

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

Probability · Mathematics 2011-06-15 Christine Grün

A new simple model of financial market is proposed, based on the sequential and inter-temporal nature of trader-trader interaction, and on a new simple trading strategy space. In this pattern-based speculation model, the traders open and…

Physics and Society · Physics 2007-05-23 Damien Challet

We consider two-player games with imperfect information and the synthesis of a randomized strategy for one player that ensures the objective is satisfied almost-surely (i.e., with probability 1), regardless of the strategy of the other…

Computer Science and Game Theory · Computer Science 2024-07-30 Laurent Doyen , Thomas Soullard

In imperfect-information games, agents must make decisions based on partial knowledge of the game state. The Belief Stochastic Game model addresses this challenge by delegating state estimation to the game model itself. This allows agents…

Artificial Intelligence · Computer Science 2025-08-20 Achille Morenville , Éric Piette

We propose InfoChess, a symmetric adversarial game that elevates competitive information acquisition to the primary objective. There is no piece capture, removing material incentives that would otherwise confound the role of information.…

Multiagent Systems · Computer Science 2026-04-20 Kieran A. Murphy

We consider the problem of predicting human players' actions in repeated strategic interactions. Our goal is to predict the dynamic step-by-step behavior of individual players in previously unseen games. We study the ability of neural…

Computer Science and Game Theory · Computer Science 2019-11-11 Yoav Kolumbus , Gali Noti

We present results on simulations of a stock market with heterogeneous, cumulative information setup. We find a non-monotonic behaviour of traders' returns as a function of their information level. Particularly, the average informed agents…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Bence Toth , Enrico Scalas

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

Multiagent Systems · Computer Science 2023-11-02 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Martin Chmelik , Rupak Majumdar

Traditional game theory assumes that the players in the game are aware of the rules of the game. However, in practice, often the players are unaware or have only partial knowledge about the game they are playing. They may also have…

Computer Science and Game Theory · Computer Science 2014-02-20 Manoj Gopalkrishnan , Girish Varma

Distributed decision-makers are modeled as players in a game with two levels. High level decisions concern the game environment and determine the willingness of the players to form a coalition (or group). Low level decisions involve the…

Computer Science and Game Theory · Computer Science 2013-02-28 Edward A. Billard

In this paper, we study a game called ``Mafia,'' in which different players have different types of information, communication and functionality. The players communicate and function in a way that resembles some real-life situations. We…

Probability · Mathematics 2009-09-29 Mark Braverman , Omid Etesami , Elchanan Mossel

We give elementary examples within a framework for studying decisions under uncertainty where probabilities are only roughly known. The framework, in gambling terms, is that the size of a bet is proportional to the gambler's perceived…

Probability · Mathematics 2023-12-19 David J. Aldous , F. Thomas Bruss