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The Perfectly Transparent Equilibrium is algorithmically defined, for any game in normal form with perfect information and no ties, as the iterated deletion of non-individually-rational strategy profiles until at most one remains. In this…

Computer Science and Game Theory · Computer Science 2018-07-23 Ghislain Fourny

This paper aims to solve two fundamental problems on finite or infinite horizon dynamic games with perfect or almost perfect information. Under some mild conditions, we prove (1) the existence of subgame-perfect equilibria in general…

Economics · Quantitative Finance 2015-04-01 Wei He , Yeneng Sun

We apply Blackwell optimality to repeated games. An equilibrium whose strategy profile is sequentially rational for all high enough discount factors simultaneously is a Blackwell (subgame-perfect, perfect public, etc.) equilibrium. The bite…

Theoretical Economics · Economics 2025-01-13 Costas Cavounidis , Sambuddha Ghosh , Johannes Hörner , Eilon Solan , Satoru Takahashi

We consider a trader who aims to liquidate a large position in the presence of an arbitrageur who hopes to profit from the trader's activity. The arbitrageur is uncertain about the trader's position and learns from observed price…

Optimization and Control · Mathematics 2009-03-11 Ciamac C. Moallemi , Beomsoo Park , Benjamin Van Roy

We develop an empirical framework for analyzing dynamic games when the underlying information structure is unknown to the analyst. We introduce \textit{Markov correlated equilibrium}, a dynamic analog of Bayes correlated equilibrium, and…

Econometrics · Economics 2025-10-09 Konan Hara , Yuki Ito , Paul Koh

We study linear-quadratic games of incomplete information with Gaussian uncertainty, where each player's payoff depends on a privately observed type and a common state. The designer observes the state, elicits types, and sells action…

Computer Science and Game Theory · Computer Science 2025-11-04 Alessandro Bonatti , Munther A. Dahleh , Thibaut Horel

A new simple model of financial market is proposed, based on the sequential and inter-temporal nature of trader-trader interaction, and on a new simple trading strategy space. In this pattern-based speculation model, the traders open and…

Physics and Society · Physics 2007-05-23 Damien Challet

We introduce a "high probability" framework for repeated games with incomplete information. In our non-equilibrium setting, players aim to guarantee a certain payoff with high probability, rather than in expected value. We provide a high…

Computer Science and Game Theory · Computer Science 2015-09-30 Payam Delgosha , Amin Gohari , Mohammad Akbarpour

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

We study partial information Nash equilibrium between a broker and an informed trader. In this setting, the informed trader, who possesses knowledge of a trading signal, trades multiple assets with the broker in a dealer market.…

Mathematical Finance · Quantitative Finance 2025-04-03 Xuchen Wu , Sebastian Jaimungal

Estimating discrete games of complete information is often computationally difficult due to partial identification and the absence of closed-form moment characterizations. This paper proposes computationally tractable approaches to…

Econometrics · Economics 2025-10-02 Paul S. Koh

Optimizing strategic decisions (a.k.a. computing equilibrium) is key to the success of many non-cooperative multi-agent applications. However, in many real-world situations, we may face the exact opposite of this game-theoretic problem --…

Computer Science and Game Theory · Computer Science 2022-10-05 Jibang Wu , Weiran Shen , Fei Fang , Haifeng Xu

This study investigates differential games with motion-payoff uncertainty in continuous-time settings. We propose a framework where players update their beliefs about uncertain parameters using continuous Bayesian updating. Theoretical…

Multiagent Systems · Computer Science 2025-09-16 Jiangjing Zhou , Ovanes Petrosian , Ye Zhang , Hongwei Gao

Zero-sum asymmetric games model decision making scenarios involving two competing players who have different information about the game being played. A particular case is that of nested information, where one (informed) player has superior…

Computer Science and Game Theory · Computer Science 2017-11-08 Lichun Li , Jeff S. Shamma

We propose two novel frameworks to study the price formation of an asset negotiated in an order book. Specifically, we develop a game-theoretic model in many-person games and mean-field games, considering costs stemming from limited…

Trading and Market Microstructure · Quantitative Finance 2022-02-24 David Evangelista , Yuri Saporito , Yuri Thamsten

The folk result in Kyle-Back models states that the value function of the insider remains unchanged when her admissible strategies are restricted to absolutely continuous ones. In this paper we show that, for a large class of pricing rules…

Trading and Market Microstructure · Quantitative Finance 2021-08-23 Umut Çetin , Albina Danilova

In this paper, we provide an effective characterization of all the subgame-perfect equilibria in infinite duration games played on finite graphs with mean-payoff objectives. To this end, we introduce the notion of requirement, and the…

Computer Science and Game Theory · Computer Science 2022-04-22 Léonard Brice , Jean-François Raskin , Marie Van Den Bogaard

We study a general class of dynamic games with asymmetric information where agents' beliefs are strategy dependent, i.e. signaling occurs. We show that the notion of sufficient information, introduced in the companion paper team, can be…

Multiagent Systems · Computer Science 2018-12-05 Hamidreza Tavafoghi , Yi Ouyang , Demosthenis Teneketzis

We introduce the notion of exchangeable equilibria of a symmetric bimatrix game, defined as those correlated equilibria in which players' strategy choices are conditionally independently and identically distributed given some hidden…

Computer Science and Game Theory · Computer Science 2014-01-21 Noah D. Stein , Asuman Ozdaglar , Pablo A. Parrilo

We address the equilibrium concept of a reverse auction game so that no one can enhance the individual payoff by a unilateral change when all the others follow a certain strategy. In this approach the combinatorial possibilities to consider…

Combinatorics · Mathematics 2010-10-26 Seung Ki Baek , Sebastian Bernhardsson