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In this paper, we expand the Bayesian persuasion framework to account for unobserved confounding variables in sender-receiver interactions. While traditional models assume that belief updates follow Bayesian principles, real-world scenarios…

Artificial Intelligence · Computer Science 2025-08-11 Nishanth Venkatesh S. , Heeseung Bang , Andreas A. Malikopoulos

We study continuous-time portfolio choice with nonlinear payoffs under smooth ambiguity and Bayesian learning. We develop a general framework for dynamic, non-concave asset allocation that accommodates nonlinear payoffs, broad utility…

Portfolio Management · Quantitative Finance 2026-03-10 Emanuele Borgonovo , An Chen , Massimo Marinacci , Shihao Zhu

We model the communication of narratives as a cheap-talk game under model uncertainty. The sender has private information about the true data generating process of publicly observable data. The receiver is uncertain about how to interpret…

Theoretical Economics · Economics 2025-07-09 Gerrit Bauch , Manuel Foerster

This paper investigates the two-person zero-sum stochastic games for piece-wise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion on a general state space. Here, the transition and cost/reward rates…

Optimization and Control · Mathematics 2024-05-15 Subrata Golui

Optimization under uncertainty is a fundamental problem in learning and decision-making, particularly in multi-agent systems. Previously, Feldman, Kalai, and Tennenholtz [2010] demonstrated the ability to efficiently compete in repeated…

Computer Science and Game Theory · Computer Science 2026-01-29 Daniel Ablin , Alon Cohen

A noncooperative differential (dynamic) game model of opinion dynamics is proposed. In this game, the agents' motives are shaped by their expectations of the nature of others' opinions as well as how susceptible they are to get influenced…

Optimization and Control · Mathematics 2020-02-25 Muhammad Umar B. Niazi , Arif Bülent Özgüler

Two-player zero-sum repeated games are well understood. Computing the value of such a game is straightforward. Additionally, if the payoffs are dependent on a random state of the game known to one, both, or neither of the players, the…

Information Theory · Computer Science 2009-11-05 Paul Cuff

We investigate a two-player zero-sum differential game with asymmetric information on the payoff and without Isaacs condition. The dynamics is an ordinary differential equation parametrised by two controls chosen by the players. Each player…

Optimization and Control · Mathematics 2015-07-30 Rainer Buckdahn , Marc Quincampoix , Catherine Rainer , Yuhong Xu

We study learning dynamics induced by strategic agents who repeatedly play a game with an unknown payoff-relevant parameter. In each step, an information system estimates a belief distribution of the parameter based on the players'…

Systems and Control · Electrical Eng. & Systems 2020-10-20 Manxi Wu , Saurabh Amin , Asuman Ozdaglar

Consensus formation in a social network is modeled by a dynamic game of a prescribed duration played by members of the network. Each member independently minimizes a cost function that represents his/her motive. An integral cost function…

Systems and Control · Computer Science 2017-06-30 Muhammad Umar B. Niazi , Arif Bülent Özgüler , Aykut Yıldız

In communication systems where users share common resources, users' selfish behavior usually results in suboptimal resource utilization. There have been extensive works that model communication systems with selfish users as one-shot games…

Information Theory · Computer Science 2011-11-11 Yuanzhang Xiao , Jaeok Park , Mihaela van der Schaar

We explore unconstrained natural language feedback as a learning signal for artificial agents. Humans use rich and varied language to teach, yet most prior work on interactive learning from language assumes a particular form of input (e.g.,…

Artificial Intelligence · Computer Science 2021-07-06 Theodore R. Sumers , Mark K. Ho , Robert D. Hawkins , Karthik Narasimhan , Thomas L. Griffiths

We propose an evolutionary coordination game to formalize a simplified model of the evolution of strategies during human courtship. The dynamics, derived from the consideration of experimental observations on human social behavior driven by…

Physics and Society · Physics 2015-08-26 Andrés Chacoma , Marcelo N. Kuperman , Damián H. Zanette

This paper investigates the implementation and performance of a decentralized information transmission mechanism in game with complete or incomplete games. We propose a mechanism that realizes irrational correlated equilibria or irrational…

Theoretical Economics · Economics 2025-11-12 Shitong Wang

We study a multi-agent reinforcement learning dynamics, and analyze its asymptotic behavior in infinite-horizon discounted Markov potential games. We focus on the independent and decentralized setting, where players do not know the game…

Machine Learning · Computer Science 2025-04-02 Chinmay Maheshwari , Manxi Wu , Druv Pai , Shankar Sastry

This paper deals with N-person nonzero-sum discrete-time Markov games under a probability criterion, in which the transition probabilities and reward functions are allowed to vary with time. Differing from the existing works on the expected…

Probability · Mathematics 2025-05-16 Xin Guo , Xin Wen

We prove that zero-sum Dynkin games in continuous time with partial and asymmetric information admit a value in randomised stopping times when the stopping payoffs of the players are general \cadlag measurable processes. As a by-product of…

Probability · Mathematics 2022-06-08 Tiziano De Angelis , Nikita Merkulov , Jan Palczewski

We study a repeated game with payoff externalities and observable actions where two players receive information over time about an underlying payoff-relevant state, and strategically coordinate their actions. Players learn about the true…

Theoretical Economics · Economics 2018-09-05 Pathikrit Basu , Kalyan Chatterjee , Tetsuya Hoshino , Omer Tamuz

This paper introduces a novel criterion, persuasiveness, to select equilibria in signaling games. In response to the Stiglitz critique, persuasiveness focuses on the comparison across equilibria. An equilibrium is more persuasive than an…

Theoretical Economics · Economics 2025-11-04 Haoyuan Zeng

Reinforcement learning methods are increasingly used to optimise dialogue policies from experience. Most current techniques are model-free: they directly estimate the utility of various actions, without explicit model of the interaction…

Artificial Intelligence · Computer Science 2013-04-09 Pierre Lison
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