Related papers: Stochastic Game with Interactive Information Acqui…
We study a two-player discounted zero-sum stochastic game model for dynamic operational planning in military campaigns. At each stage, the players manage multiple commanders who order military actions on objectives that have an open line of…
We consider the problem of dynamic information design with one sender and one receiver where the sender observers a private state of the system and takes an action to send a signal based on its observation to a receiver. Based on this…
We develop a probabilistic approach to continuous-time finite state mean field games. Based on an alternative description of continuous-time Markov chain by means of semimartingale and the weak formulation of stochastic optimal control, our…
This paper investigates how an autonomous agent can transmit information through its motion in an adversarial setting. We consider scenarios where an agent must reach its goal while deceiving an intelligent observer about its destination.…
We consider a stochastic game with partial, asymmetric and non-classical information, where the agents are trying to acquire as many available opportunities/locks as possible. Agents have access only to local information, the information…
In this paper we study stochastic dynamic games with many players; these are a fundamental model for a wide range of economic applications. The standard solution concept for such games is Markov perfect equilibrium (MPE), but it is well…
We study the problem of Bayesian learning in a dynamical system involving strategic agents with asymmetric information. In a series of seminal papers in the literature, this problem has been investigated under a simplifying model where…
We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…
Perfect Bayesian Equilibrium (PBE) is a refinement of the Nash equilibrium for imperfect-information extensive-form games (EFGs) that enforces consistency between the two components of a solution: agents' strategy profile describing their…
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…
Stochastic games are an important class of problems that generalize Markov decision processes to game theoretic scenarios. We consider finite state two-player zero-sum stochastic games over an infinite time horizon with discounted rewards.…
A zero-sum two-person Perfect Information Semi-Markov game (PISMG) under limiting ratio average payoff has a value and both the maximiser and the minimiser have optimal pure semi-stationary strategies. We arrive at the result by first…
We study a class of two-player repeated games with incomplete information and informational externalities. In these games, two states are chosen at the outset, and players get private information on the pair, before engaging in repeated…
We introduce a model of sender-receiver stopping games, where the state of the world follows an iid--process throughout the game. At each period, the sender observes the current state, and sends a message to the receiver, suggesting either…
We consider a two-player dynamic information design problem between a principal and a receiver -- a game is played between the two agents on top of a Markovian system controlled by the receiver's actions, where the principal obtains and…
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 study a Bayesian coordination game where agents receive private information on the game's payoff structure. In addition, agents receive private signals on each other's private information. We show that once agents possess these different…
Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…
This paper formally models the strategic repeated interactions between a system, comprising of a machine learning (ML) model and associated explanation method, and an end-user who is seeking a prediction/label and its explanation for a…