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For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some…
We study minimal single-task peer prediction mechanisms that have limited knowledge about agents' beliefs. Without knowing what agents' beliefs are or eliciting additional information, it is not possible to design a truthful mechanism in a…
We evaluate the robustness of agents' traffic equilibria in randomized routing games characterized by an uncertain network demand with a possibly unknown probability distribution. Specifically, we extend the so-called hose model by…
We study the competition for partners in two-sided matching markets with heterogeneous agent preferences, with a focus on how the equilibrium outcomes depend on the connectivity in the market. We model random partially connected markets,…
Pricing decisions stand out as one of the most critical tasks a company faces, particularly in today's digital economy. As with other business decision-making problems, pricing unfolds in a highly competitive and uncertain environment.…
We study the use of Bayesian persuasion (i.e., strategic use of information disclosure/signaling) in endogenous team formation. This is an important consideration in settings such as crowdsourcing competitions, open science challenges and…
Financial markets investors are involved in many games -- they must interact with other agents to achieve their goals. Among them are those directly connected with their activity on markets but one cannot neglect other aspects that…
We study information disclosure in competitive markets with adverse selection. Sellers privately observe product quality, with higher quality entailing higher production costs, while buyers trade at the market-clearing price after observing…
This paper explores the dynamics of learning in a multi-sector general equilibrium model where firms operate under incomplete information about their production returns to scale. Firms iteratively update their beliefs using maximum…
We study competition between wireless devices with incomplete information about their opponents. We model such interactions as Bayesian interference games. Each wireless device selects a power profile over the entire available bandwidth to…
Recent price-of-anarchy analyses of games of complete information suggest that coarse correlated equilibria, which characterize outcomes resulting from no-regret learning dynamics, have near-optimal welfare. This work provides two main…
The aim of this paper is threefold. First, we provide a unified framework, by means of non-trivial examples, to compare the results obtained in simultaneous-move and sequential-move versions of bilateral oligopoly with the Cournot model and…
We investigate the strategic behavior of a large population of agents who decide whether to adopt a costly partially effective protection or remain unprotected against the susceptible-infected-susceptible epidemic. In contrast with most…
Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…
The survey is concerned with the issue of information transmission from experts to non-experts. Two main approaches to the use of experts can be traced. According to the game-theoretic approach expertise is a case of asymmetric information…
We study a competitive electricity market equilibrium with two trading stages, day-ahead and real-time. The welfare of each market agent is exposed to uncertainty (here from renewable energy production), while agent information on the…
In this paper we investigate a game of optimal stopping with incomplete information. There are two players of which only one is informed about the precise structure of the game. Observing the informed player the uninformed player is given…
Classical results of Decision Theory, and its extension to a multi-agent setting: Game Theory, operate only at the associative level of information; this is, classical decision makers only take into account probabilities of events; we go…
We introduce the "relative diffuseness" assumption to characterize the differences between payoff-relevant and strategy-relevant diffuseness of information. Based on this assumption, the existence of pure strategy equilibria in games with…
This paper studies Bayesian games with general action spaces, correlated types and interdependent payoffs. We introduce the condition of ``decomposable coarser payoff-relevant information'', and show that this condition is both sufficient…