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Bayesian regression games are a special class of two-player general-sum Bayesian games in which the learner is partially informed about the adversary's objective through a Bayesian prior. This formulation captures the uncertainty in regard…

Machine Learning · Computer Science 2021-10-04 Wenshuo Guo , Michael I. Jordan , Tianyi Lin

The Stackelberg game model, where a leader commits to a strategy and the follower best responds, has found widespread application, particularly to security problems. In the security setting, the goal is for the leader to compute an optimal…

Computer Science and Game Theory · Computer Science 2022-09-19 Sai Mali Ananthanarayanan , Christian Kroer

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…

Trading and Market Microstructure · Quantitative Finance 2025-03-25 Neil A. Chriss

Deception is a technique to mislead human or computer systems by manipulating beliefs and information. Successful deception is characterized by the information-asymmetric, dynamic, and strategic behaviors of the deceiver and the deceivee.…

Cryptography and Security · Computer Science 2018-10-02 Tao Zhang , Quanyan zhu

This paper presents a model of multi-group Bayesian games (MBGs) to describe the group behavior in Bayesian games, and gives methods to find (strongly) multi-group Bayesian Nash equilibria (MBNE) of this model with a proposed…

Computer Science and Game Theory · Computer Science 2025-10-03 Hongxing Yuan , Xuan Zhang , Chunyu Wei , Yushun Fan

A robust game is a distribution-free model to handle ambiguity generated by a bounded set of possible realizations of the values of players' payoff functions. The players are worst-case optimizers and a solution, called robust-optimization…

Theoretical Economics · Economics 2020-02-11 Giovanni Paolo Crespi , Davide Radi , Matteo Rocca

This article studies rational and persistent deception among intelligent robots to enhance security and operational efficiency. We present an N-player K-stage game with an asymmetric information structure where each robot's private…

Systems and Control · Electrical Eng. & Systems 2021-07-29 Linan Huang , Quanyan Zhu

This paper focuses on finite-player incomplete information games where players may hold mutually inconsistent beliefs without a common prior. We introduce absolute continuity of beliefs, extending the classical notion of absolutely…

Theoretical Economics · Economics 2025-12-02 Denis Kojevnikov , Kyungchul Song

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…

Computer Science and Game Theory · Computer Science 2015-12-11 Nicolas Loizou

We consider a finite horizon repeated game with $N$ selfish players who observe their types privately and take actions, which are publicly observed. Their actions and types jointly determine their instantaneous rewards. In each period,…

Computer Science and Game Theory · Computer Science 2019-05-17 Deepanshu Vasal

We consider the problem of dynamic information design with one sender and one receiver where the sender observers a private state of the system and takes an action to send a signal based on its observation to a receiver. Based on this…

Theoretical Economics · Economics 2020-05-18 Deepanshu Vasal

This paper provides a systematic study of the robust Stackelberg equilibrium (RSE), which naturally generalizes the widely adopted solution concept of the strong Stackelberg equilibrium (SSE). The RSE accounts for any possible…

Computer Science and Game Theory · Computer Science 2025-06-03 Jiarui Gan , Minbiao Han , Jibang Wu , Haifeng Xu

We extend the concept of meta-Nash equilibrium, introduced by Eshaghi Gordji and Bagha [2026] for complete-information games, to environments with incomplete information. We define a meta-Bayesian Nash equilibrium as a profile of…

Theoretical Economics · Economics 2026-05-19 Madjid Eshaghi Gordji , Esmaiel Abounoori , Mohamadali Berahman

In the domain of machine learning and game theory, the quest for Nash Equilibrium (NE) in extensive-form games with incomplete information is challenging yet crucial for enhancing AI's decision-making support under varied scenarios.…

Computer Science and Game Theory · Computer Science 2024-09-05 Qi Ju , Zhemei Fang , Yunfeng Luo

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…

Computer Science and Game Theory · Computer Science 2019-11-11 Linan Huang , Quanyan Zhu

Cyber-Physical Systems (CPSs) are facing a fast-growing wave of attacks. To achieve effective proactive defense, this paper models honeypot deployment as a gamma-fixed signaling game in which node liveness serves as the only signal and…

Systems and Control · Electrical Eng. & Systems 2025-07-16 Yueyue Xu , Yuewei Chen , Lin Wang , Zhaoyang Cheng , Xiaoming Hu

Concurrent multi-player games with $\omega$-regular objectives are a standard model for systems that consist of several interacting components, each with its own objective. The standard solution concept for such games is Nash Equilibrium,…

Computer Science and Game Theory · Computer Science 2022-09-28 Shaull Almagor , Shai Guendelman

This paper proposes an asymmetric perturbation technique for solving bilinear saddle-point optimization problems, commonly arising in minimax problems, game theory, and constrained optimization. Perturbing payoffs or values is known to be…

Optimization and Control · Mathematics 2026-02-16 Kenshi Abe , Mitsuki Sakamoto , Kaito Ariu , Atsushi Iwasaki

We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the…

Computer Science and Game Theory · Computer Science 2021-02-25 Linan Huang , Quanyan Zhu

Advanced Persistent Threats (APTs) have created new security challenges for critical infrastructures due to their stealthy, dynamic, and adaptive natures. In this work, we aim to lay a game-theoretic foundation by establishing a multi-stage…

Computer Science and Game Theory · Computer Science 2018-09-10 Linan Huang , Quanyan Zhu