Related papers: Information Design with Elicitation and Strategic …
Information design in an incomplete information game includes a designer with the goal of influencing players' actions through signals generated from a designed probability distribution so that its objective function is optimized. We…
We consider linear-quadratic Gaussian (LQG) games in which players have quadratic payoffs that depend on the players' actions and an unknown payoff-relevant state, and signals on the state that follow a Gaussian distribution conditional on…
This paper addresses information design in a workhorse model of network games, where agents have linear best responses, the information designer maximizes a quadratic objective, and the payoff-relevant state follows a multivariate Gaussian…
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…
We study optimal information provision in transportation networks when users are strategic and the network state is uncertain. An omniscient planner observes the network state and discloses information to the users with the goal of…
This paper examines strategic trading under incomplete information, where firms lack full knowledge of key aspects of their competitors' trading strategies such as target sizes and market impact models. We extend previous work on…
We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…
We study the problem of implementing equilibria of complete information games in settings of incomplete information, and address this problem using "recommender mechanisms." A recommender mechanism is one that does not have the power to…
We consider linear-quadratic-Gaussian (LQG) network games in which agents have quadratic payoffs that depend on their individual and neighbors' actions, and an unknown payoff-relevant state. An information designer determines the fidelity…
Incentive design deals with interaction between a principal and an agent where the former can shape the latter's utility through a policy commitment. It is well known that the principal faces an information rent when dealing with an agent…
In this paper we design information elicitation mechanisms for Bayesian auctions. While in Bayesian mechanism design the distributions of the players' private types are often assumed to be common knowledge, information elicitation considers…
Linear-quadratic Gaussian games provide a framework for modeling strategic interactions in multi-agent systems, where agents must estimate system states from noisy observations while also making decisions to optimize a quadratic cost.…
We study a model of games that combines concurrency, imperfect information and stochastic aspects. Those are finite states games in which, at each round, the two players choose, simultaneously and independently, an action. Then a successor…
There has been a recent surge of interest in the role of information in strategic interactions. Much of this work seeks to understand how the realized equilibrium of a game is influenced by uncertainty in the environment and the information…
We consider two-player non-zero-sum linear-quadratic Gaussian games in which both players aim to minimize a quadratic cost function while controlling a linear and stochastic state process {using linear policies}. The system is partially…
We study information design settings where the designer controls information about a state, and there are multiple agents interacting in a game who are privately informed about their types. Each agent's utility depends on all agents' types…
To what extent can an external observer observing an equilibrium action distribution in an incomplete information game infer the underlying information structure? We investigate this issue in a general linear-quadratic-Gaussian framework. A…
Players are statistical learners who learn about payoffs from data. They may interpret the same data differently, but have common knowledge of a class of learning procedures. I propose a metric for the analyst's "confidence" in a strategic…
A fundamental problem in noncooperative dynamic game theory is the computation of Nash equilibria under different information structures, which specify the information available to each agent during decision-making. Prior work has…
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…