Related papers: Bayesian games with nested information

Among the strategic choices made by today's economic actors are choices about algorithms and computational resources. Different access to computational resources may result in a kind of economic asymmetry analogous to information asymmetry.…

The timing of strategic exit is one of the most important but difficult business decisions, especially under competition and uncertainty. Motivated by this problem, we examine a stochastic game of exit in which players are uncertain about…

We introduce the concept of budget games. Players choose a set of tasks and each task has a certain demand on every resource in the game. Each resource has a budget. If the budget is not enough to satisfy the sum of all demands, it has to…

We introduce the class of pay or play games, which captures scenarios in which each decision maker is faced with a choice between two actions: one with a fixed payoff and an- other with a payoff dependent on others' selected actions. This…

We propose a learning dynamics to model how strategic agents repeatedly play a continuous game while relying on an information platform to learn an unknown payoff-relevant parameter. In each time step, the platform updates a belief estimate…

We investigate the existence of certain types of equilibria (Nash, $\varepsilon$-Nash, subgame perfect, $\varepsilon$-subgame perfect, Pareto-optimal) in multi-player multi-outcome infinite sequential games. We use two fundamental…

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…

Adversarial optimal transport has been proven useful as a mathematical formulation to model resource allocation problems to maximize the efficiency of transportation with an adversary, who modifies the data. It is often the case, however,…

Recently the concept of quantum information has been introduced into game theory. Here we present the first study of quantum games with more than two players. We discover that such games can possess a new form of equilibrium strategy, one…

Learning or estimating game models from data typically entails inducing separate models for each setting, even if the games are parametrically related. In empirical mechanism design, for example, this approach requires learning a new game…

We investigate the equilibrium stability and robustness in a class of moving target defense problems, in which players have both incomplete information and asymmetric cognition. We first establish a Bayesian Stackelberg game model for…

We consider a mean-field game model where the cost functions depend on a fixed parameter, called \textit{state}, which is unknown to players. Players learn about the state from a a stream of private signals they receive throughout the game.…

In game theory, the concept of Nash equilibrium reflects the collective stability of some individual strategies chosen by selfish agents. The concept pertains to different classes of games, e.g. the sequential games, where the agents play…

The paper presents a hierarchical Bayesian model for simultaneous inference of tournament graphs and informant error. From multiple informant reports or measurement instrument outputs, the model estimates the structure of a criterion (i.e.,…

Standard game theory assumes that the structure of the game is common knowledge among players. We relax this assumption by considering extensive games where agents may be unaware of the complete structure of the game. In particular, they…

It is well known that if the nonempty player of the Banach-Mazur game has a winning strategy on a space, then that space is Baire in all powers even in the box topology. The converse of this implication may be true also: We know of no…

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 consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…

This paper considers information sharing in a multi-player repeated game. Every round, each player observes a subset of components of a random vector and then takes a control action. The utility earned by each player depends on the full…

An equilibrium is communication-proof if it is unaffected by new opportunities to communicate and renegotiate. We characterize the set of equilibria of coordination games with pre-play communication in which players have private preferences…