Related papers: Identification and Estimation of Dynamic Games wit…
This paper considers the theoretical, computational, and econometric properties of continuous time dynamic discrete choice games with stochastically sequential moves, introduced by Arcidiacono, Bayer, Blevins, and Ellickson (2016). We…
We study testable implications of multiple equilibria in discrete games with incomplete information. Unlike de Paula and Tang (2012), we allow the players' private signals to be correlated. In static games, we leverage independence of…
We consider a dynamic version of sender-receiver games, where the sequence of states follows an irreducible Markov chain observed by the sender. Under mild assumptions, we provide a simple characterization of the limit set of equilibrium…
This work introduces a unified framework for analyzing games in greater depth. In the existing literature, players' strategies are typically assigned scalar values, and equilibrium concepts are used to identify compatible choices. However,…
This work explores dynamics existing in interactions between players. The dynamic system of games is a new attitude to modeling in which an event is modeled using several games. The model allows us to analyze the interplay capabilities and…
This paper develops a unified framework for testing monotonicity of Bayesian Nash equilibrium strategies in unobserved types in games of incomplete information. We show that, under symmetric independent private types, monotonicity of…
Modeling the interaction between traffic agents is a key issue in designing safe and non-conservative maneuvers in autonomous driving. This problem can be challenging when multi-modality and behavioral uncertainties are engaged. Existing…
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…
This work considers a novel information design problem and studies how the craft of payoff-relevant environmental signals solely can influence the behaviors of intelligent agents. The agents' strategic interactions are captured by an…
Many important real-world settings contain multiple players interacting over an unknown duration with probabilistic state transitions, and are naturally modeled as stochastic games. Prior research on algorithms for stochastic games has…
In this paper we present a novel generic mapping between Graphical Games and Markov Random Fields so that pure Nash equilibria in the former can be found by statistical inference on the latter. Thus, the problem of deciding whether a…
We study a two-player, zero-sum, stochastic game with incomplete information on one side in which the players are allowed to play more and more frequently. The informed player observes the realization of a Markov chain on which the payoffs…
Consider an analyst who models a strategic situation using an incomplete information game. The true game may involve correlated, duplicated belief hierarchies, but the analyst lacks knowledge of the correlation structure and can only…
This paper provides necessary and sufficient conditions for a pair of randomised stopping times to form a saddle point of a zero-sum Dynkin game with partial and/or asymmetric information across players. The framework is non-Markovian and…
In optimal stopping problems, a Markov structure guarantees Markovian optimal stopping times (first exit times). Surprisingly, there is no analogous result for Markovian stopping games once randomization is required. This paper addresses…
We study the role of costly information in non-cooperative two-player games when an extrinsic third party information broker is introduced asymmetrically, allowing one player to obtain information about the other player's action. This…
In stochastic dynamic environments, team Markov games have emerged as a versatile paradigm for studying sequential decision-making problems of fully cooperative multi-agent systems. However, the optimality of the derived policies is usually…
We introduce a new class of context dependent, incomplete information games to serve as structured prediction models for settings with significant strategic interactions. Our games map the input context to outcomes by first condensing the…
In this paper, we consider both finite and infinite horizon discounted dynamic mean-field games where there is a large population of homogeneous players sequentially making strategic decisions and each player is affected by other players…
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…