相关论文: Optimal strategies in repeated games with incomple…

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 a class of two-player repeated games with incomplete information and informational externalities. In these games, two states are chosen at the outset, and players get private information on the pair, before engaging in repeated…

This work considers two-player zero-sum semi-Markov games with incomplete information on one side and perfect observation. At the beginning, the system selects a game type according to a given probability distribution and informs to Player…

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…

We describe an algorithm for computing best response strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of…

In this article, we focus on search algorithms for two-player perfect information games, whose objective is to determine the best possible strategy, and ideally a winning strategy. Unfortunately, some search algorithms for games in the…

We study the conditions under which the iterated elimination of strictly dominated strategies is order independent and we identify a class of discontinuous games for which order does not matter. In this way, we answer the open problem…

We study the value and the optimal strategies for a two-player zero-sum optimal stopping game with incomplete and asymmetric information. In our Bayesian set-up, the drift of the underlying diffusion process is unknown to one player…

In classical game theory, optimal strategies are determined for games with complete information; this requires knowledge of the opponent's goals. We analyze games when a player is mistaken about their opponents goals. For definitiveness, we…

We study the optimal use of information in Markov games with incomplete information on one side and two states. We provide a finite-stage algorithm for calculating the limit value as the gap between stages goes to 0, and an optimal strategy…

Differential games with asymmetric information were introduced by Cardaliaguet (2007). As in repeated games with lack of information on both sides (Aumann and Maschler (1995)), each player receives a private signal (his type) before the…

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…

It is well-known that for infinitely repeated games, there are computable strategies that have best responses, but no computable best responses. These results were originally proved for either specific games (e.g., Prisoner's dilemma), or…

Infinite games with imperfect information are known to be undecidable unless the information flow is severely restricted. One fundamental decidable case occurs when there is a total ordering among players, such that each player has access…

This paper considers an infinitely repeated three-player Bayesian game with lack of information on two sides, in which an informed player plays two zero-sum games simultaneously at each stage against two uninformed players. This is a…

We consider two-player games with imperfect information and the synthesis of a randomized strategy for one player that ensures the objective is satisfied almost-surely (i.e., with probability 1), regardless of the strategy of the other…

We examine the problem of the existence of optimal deterministic stationary strategiesintwo-players antagonistic (zero-sum) perfect information stochastic games with finitely many states and actions.We show that the existenceof such…

Desensitization addresses safe optimal planning under parametric uncertainties by providing sensitivity function-based risk estimates. This paper expands upon the existing work on desensitization in optimal control to address safe planning…

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-informed player can try to guess his missing information. Our…

This paper examines games with strategic complements or substitutes and incomplete information, where players are uncertain about the opponents' parameters. We assume that the players' beliefs about the opponent's parameters are selected…