Related papers: Information Compression in Dynamic Games
Witsenhausen, in his seminal 1971 paper [1], introduced decentralized partially observable Markov decision problems (POMDPs), with multiple agents or controls operating under T-step delayed sharing information patterns. A fundamental…
Noncooperative game theory provides a normative framework for analyzing strategic interactions. However, for the toolbox to be operational, the solutions it defines will have to be computed. In this paper, we provide a single reduction that…
In statistical decision theory involving a single decision-maker, an information structure is said to be better than another one if for any cost function involving a hidden state variable and an action variable which is restricted to be…
Understanding how players adjust their strategies in games, based on their experience, is a crucial tool for policymakers. It enables them to forecast the system's eventual behavior, exert control over the system, and evaluate…
The conditional commitment abilities of mutually transparent computer agents have been studied in previous work on commitment games and program equilibrium. This literature has shown how these abilities can help resolve Prisoner's Dilemmas…
For a two-player imperfect-information extensive-form game (IIEFG) with $K$ time steps and a player action space of size $U$, the game tree complexity is $U^{2K}$, causing existing IIEFG solvers to struggle with large or infinite $(U,K)$,…
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…
In this second part of our two-part paper, we invoke the stochastic maximum principle, conditional Hamiltonian and the coupled backward-forward stochastic differential equations of the first part [1] to derive team optimal decentralized…
We consider solutions of normal form games that are invariant under strategic equivalence. We consider additional properties that can be expected (or be desired) from a solution of a game, and we observe the following: - Even the weakest…
We construct several definitions of imbalance and playability, both of which are related to the existence of dominated strategies. Specifically, a maximally balanced game and a playable game cannot have dominated strategies for any player.…
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 study information design in multi-agent systems (MAS) with binary actions and strategic complementarities, where an external designer influences behavior only through signals. Agents play the smallest-equilibrium of the induced Bayesian…
We expand on earlier research on the topic by discussing an infinitely repeated game model with a subgame perfect equilibrium strategy profile (SPE) as a solution concept that diminishes incentives to violate speed limits in a carrot and…
In this work, we investigate the distributed generalized Nash equilibrium (GNE) seeking problems for $N$-coalition games with inequality constraints. First, we study the scenario where each agent in a coalition has full information of all…
Advanced Persistent Threats (APTs) have recently emerged as a significant security challenge for a cyber-physical system due to their stealthy, dynamic and adaptive nature. Proactive dynamic defenses provide a strategic and holistic…
We present a subjective equilibrium notion (called "subjective equilibrium under beliefs of exogenous uncertainty (SEBEU)" for stochastic dynamic games in which each player chooses her decisions under the (incorrect) belief that a…
We consider a subclass of $n$-player stochastic games, in which players have their own internal state/action spaces while they are coupled through their payoff functions. It is assumed that players' internal chains are driven by independent…
Domain randomization (DR) cannot provide optimal policies for adapting the learning agent to the dynamics of the environment, although it can generalize sub-optimal policies to work in a transferred domain. In this paper, we present…
Information asymmetry in games enables players with the information advantage to manipulate others' beliefs by strategically revealing information to other players. This work considers a double-sided information asymmetry in a Bayesian…
We introduce and study incentive equilibria for multi-player meanpayoff games. Incentive equilibria generalise well-studied solution concepts such as Nash equilibria and leader equilibria (also known as Stackelberg equilibria). Recall that…