Related papers: Asymmetric Information Acquisition Games

Game theoretic methods have become popular for planning and prediction in situations involving rich multi-agent interactions. However, these methods often assume the existence of a single local Nash equilibria and are hence unable to handle…

There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have…

Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…

Dominance is a fundamental concept in game theory. In normal-form games dominated strategies can be identified in polynomial time. As a consequence, iterative removal of dominated strategies can be performed efficiently as a preprocessing…

We address payoff-based decentralized learning in infinite-horizon zero-sum Markov games. In this setting, each player makes decisions based solely on received rewards, without observing the opponent's strategy or actions nor sharing…

Information gathering while interacting with other agents under sensing and motion uncertainty is critical in domains such as driving, service robots, racing, or surveillance. The interests of agents may be at odds with others, resulting in…

We apply control theoretic and optimization techniques to adaptively design incentives. In particular, we consider the problem of a planner with an objective that depends on data from strategic decision makers. The planner does not know the…

The classic Homicidal Chauffeur game is a pursuit-evasion game played in an unbounded planar environment between a pursuer constrained to move with fixed speed on curves with bounded curvature, and a slower evader with fixed speed but with…

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 study a multi-player stochastic differential game, where agents interact through their joint price impact on an asset that they trade to exploit a common trading signal. In this context, we prove that a closed-loop Nash equilibrium…

We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space…

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.…

This paper considers a class of noncooperative games in which the feasible decision sets of all players are coupled together by a coupled inequality constraint. Adopting the variational inequality formulation of the game, we first introduce…

We formulate and analyze a general class of stochastic dynamic games with asymmetric information arising in dynamic systems. In such games, multiple strategic agents control the system dynamics and have different information about the…

Consider discrete-time linear distributed averaging dynamics, whereby agents in a network start with uncorrelated and unbiased noisy measurements of a common underlying parameter (state of the world) and iteratively update their estimates…

In this paper, we study the problem of multiple stochastic agents interacting in a dynamic game scenario with continuous state and action spaces. We define a new notion of stochastic Nash equilibrium for boundedly rational agents, which we…

Learning in games considers how multiple agents maximize their own rewards through repeated games. Memory, an ability that an agent changes his/her action depending on the history of actions in previous games, is often introduced into…

Partially Observable Markov Games (POMGs) provide a general framework for modeling multi-agent sequential decision-making under asymmetric information. A common approach is to reformulate a POMG as a fully observable Markov game over belief…

We study decentralized equilibrium selection in stochastic games under severe information and communication constraints. In such settings, convergence to equilibrium alone is insufficient, as stochastic games typically admit many equilibria…

This paper studies the finite-time horizon Markov games where the agents' dynamics are decoupled but the rewards can possibly be coupled across agents. The policy class is restricted to local policies where agents make decisions using their…