Related papers: State-Constrained Zero-Sum Differential Games with…
The paper deals with a zero-sum differential game in which the dynamical system is described by a fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1).$ The goal of the first (second) player is to…
We add the assumption that players know their opponents' payoff functions and rationality to a model of non-equilibrium learning in signaling games. Agents are born into player roles and play against random opponents every period.…
We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority…
Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…
We study the ergodicity of deterministic two-person zero-sum differential games. This property is defined by the uniform convergence to a constant of either the infinite-horizon discounted value as the discount factor tends to zero, or…
In an adversarial environment, a hostile player performing a task may behave like a non-hostile one in order not to reveal its identity to an opponent. To model such a scenario, we define identity concealment games: zero-sum stochastic…
We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In this dynamics, a belief estimate of the parameter is repeatedly updated given players' strategies and realized…
This paper addresses zero-sum ``turn'' games, in which only one player can make decisions at each state. We show that pure saddle-point state-feedback policies for turn games can be constructed from dynamic programming fixed-point equations…
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…
Two-player zero-sum "graph games" are a central model, which proceeds as follows. A token is placed on a vertex of a graph, and the two players move it to produce an infinite "play", which determines the winner or payoff of the game.…
We consider a zero sum differential game with lack of observation on one side. The initial state of the system is drawn at random according to some probability $\mu_0$ on $\R^N$. Player-I is informed of the initial position of state while…
We consider concurrent mean-payoff games, a very well-studied class of two-player (player 1 vs player 2) zero-sum games on finite-state graphs where every transition is assigned a reward between 0 and 1, and the payoff function is the…
In this paper, we present a novel, game-theoretic model of deception in two-player, zero-sum games. Our framework leverages an information asymmetry: one player (the deceiver) has access to accurate payoff information, while the other (the…
In this paper we model a game such that all strategies are non-revealing, with imperfect recall and incomplete information. We also introduce a modified sliding-block code as a linear transformation which generates common knowledge of how…
We study decision-making with rational inattention in settings where agents have perception constraints. In such settings, inaccurate prior beliefs or models of others may lead to inattention blindness, where an agent is unaware of its…
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 investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given…
A game in which one player makes unitary transformations of a simple system, and another seeks to confound the resulting state by a randomly chosen action is analyzed carefully. It is shown that the second player can reduce any system to a…
We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset $d_0<d$ of the $d$ coordinates of a controlled diffusion. Due to the constraint on the control directions these games…
The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed…