Related papers: Mean field games with incomplete information
Games with unawareness model strategic situations in which players' perceptions about the game are limited. They take into account the fact that the players may be unaware of some of the strategies available to them or their opponents as…
Mean-payoff games on timed automata are played on the infinite weighted graph of configurations of priced timed automata between two players, Player Min and Player Max, by moving a token along the states of the graph to form an infinite…
We consider a two-player game of war of attrition under complete information. It is well-known that this class of games admits equilibria in pure, as well as mixed strategies, and much of the literature has focused on the latter. We show…
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…
A combinatorial game is a two-player game without hidden information or chance elements. The main object of combinatorial game theory is to obtain the outcome, which player has a winning strategy, of a given combinatorial game. Positions of…
Mean-field theory has been extensively explored in decision analysis of {large-scale} (LS) systems but traditionally in ``pure" cooperative or competitive settings. This leads to the so-called mean-field game (MG) or mean-field team (MT).…
A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…
In this paper, we present a conceptual model game to examine the dynamics of asymmetric interactions in games with imperfect information. The game involves two agents with starkly contrasting capabilities: one agent can take actions but has…
This paper investigates mixed strategies in dynamic games with perfect information. We present an example to show that a player may obtain higher payoff by playing mixed strategy. By contrast, the main result of the paper shows that every…
We study an $N$-player and a mean field exponential utility game. Each player manages two stocks; one is driven by an individual shock and the other is driven by a common shock. Moreover, each player is concerned not only with her own…
The objective of this work is to study the existence, uniqueness, and stability of equilibria in mean field games involving a major player and a continuum of minor players over finite intervals of arbitrary length. Following earlier…
The goal of this paper is to show existence of short-time classical solutions to the so called Master Equation of \emph{first order} Mean Field Games, which can be thought of as the limit of the corresponding master equation of a stochastic…
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…
Recent techniques based on Mean Field Games (MFGs) allow the scalable analysis of multi-player games with many similar, rational agents. However, standard MFGs remain limited to homogeneous players that weakly influence each other, and…
We provide a necessary and sufficient condition under which a convex set is approachable in a game with partial monitoring, i.e.\ where players do not observe their opponents' moves but receive random signals. This condition is an extension…
We investigate a two-player zero-sum differential game with asymmetric information on the payoff and without Isaacs condition. The dynamics is an ordinary differential equation parametrised by two controls chosen by the players. Each player…
In this paper we investigate a game of optimal stopping with incomplete information. There are two players of which only one is informed about the precise structure of the game. Observing the informed player the uninformed player is given…
Mean-field games arise in various fields including economics, engineering, and machine learning. They study strategic decision making in large populations where the individuals interact via certain mean-field quantities. The ground metrics…
The computation of a solution concept of a cooperative game usually employs values of all coalitions. However, in some applications, the values of some of the coalitions might be unknown due to high costs associated with their determination…
The paper is concerned with the dependence of the solution of the deterministic mean field game on the initial distribution of players. The main object of study is the mapping which assigns to the initial time and the initial distribution…