Related papers: Characterization of equilibrium existence and puri…

We analyze a two-player, nonzero-sum Dynkin game of stopping with incomplete information. We assume that each player observes his own Brownian motion, which is not only independent of the other player's Brownian motion but also not…

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…

Despite the many recent practical and theoretical breakthroughs in computational game theory, equilibrium finding in extensive-form team games remains a significant challenge. While NP-hard in the worst case, there are provably efficient…

We study a general class of dynamic games with asymmetric information where agents' beliefs are strategy dependent, i.e. signaling occurs. We show that the notion of sufficient information, introduced in the companion paper team, can be…

A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…

We consider a stochastic tournament game in which each player is rewarded based on her rank in terms of the completion time of her own task and is subject to cost of effort. When players are homogeneous and the rewards are purely rank…

In this paper, we introduce the concept of infinitely split Nash equilibrium in repeated games in which the profile sets are chain-complete posets. Then by using a fixed point theorem on posets in [8], we prove an existence theorem. As an…

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…

We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…

We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We prove that the value function of this game is solution of an…

We study information design in games where players choose from a continuum of actions and have continuously differentiable payoffs. We show that an information structure is optimal when the equilibrium it induces can also be implemented in…

One of the reasons why stochastic dynamic games with an underlying dynamic system are challenging is since strategic players have access to enormous amount of information which leads to the use of extremely complex strategies at…

We present a unified framework for characterizing local Nash equilibria in continuous games on either infinite-dimensional or finite-dimensional non-convex strategy spaces. We provide intrinsic necessary and sufficient first- and…

We investigate multi-round team competitions between two teams, where each team selects one of its players simultaneously in each round and each player can play at most once. The competition defines an extensive-form game with perfect…

In the framework of continuous time symmetric stochastic differential games in open loop strategies, we introduce a generalization of mean field game solution, called coarse correlated solution. This can be seen as the analogue of a coarse…

We consider games in which players search for a hidden prize, and they have asymmetric information about the prize location. We study the social payoff in equilibria of these games. We present sufficient conditions for the existence of an…

We study the classic divide-and-choose method for equitably allocating divisible goods between two players who are rational, self-interested Bayesian agents. The players have additive values for the goods. The prior distributions on those…

We are interested in the convergence of the value of n-stage games as n goes to infinity and the existence of the uniform value in stochastic games with a general set of states and finite sets of actions where the transition is commutative.…

While discounted payoff games and classic games that reduce to them, like parity and mean-payoff games, are symmetric, their solutions are not. We have taken a fresh view on the constraints that optimal solutions need to satisfy, and…

We consider multi-population Bayesian games with a large number of players. Each player aims at minimizing a cost function that depends on this player's own action, the distribution of players' actions in all populations, and an unknown…