相关论文: Structured Perfect Bayesian Equilibrium in Infinit…

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…

We study the scenario where the players of a classical complete information game initially share an entangled pure quantum state. Each player may perform arbitrary local operations on his own qubits, but no direct communication is allowed.…

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…

In this paper, we study infinite-horizon linear-quadratic uncertain differential games with an output feedback information structure. We assume linear time-invariant nominal dynamics influenced by deterministic external disturbances, and…

To what extent can an external observer observing an equilibrium action distribution in an incomplete information game infer the underlying information structure? We investigate this issue in a general linear-quadratic-Gaussian framework. A…

This paper uses value functions to characterize the pure-strategy subgame-perfect equilibria of an arbitrary, possibly infinite-horizon game. It specifies the game's extensive form as a pentaform (Streufert 2023p, arXiv:2107.10801v4), which…

We study the problem of computing optimal correlated equilibria (CEs) in infinite-horizon multi-player stochastic games, where correlation signals are provided over time. In this setting, optimal CEs require history-dependent policies; this…

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…

The conditional commitment abilities of mutually transparent computer agents have been studied in previous work on commitment games and program equilibrium. This literature has shown how these abilities can help resolve Prisoner's Dilemmas…

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…

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…

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…

Stackelberg equilibrium is a solution concept that describes optimal strategies to commit: Player 1 (the leader) first commits to a strategy that is publicly announced, then Player 2 (the follower) plays a best response to the leader's…

We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…

We study a continuous time economy where agents have asymmetric information. The informed agent (``$I$''), at time zero, receives a private signal about the risky assets' terminal payoff $\Psi(X_T)$, while the uninformed agent (``$U$'') has…

Evolutionarily stable strategy (ESS) is the defining concept of evolutionary game theory. It has a fairly unanimously accepted definition for the case of symmetric games which are played in a homogeneous population where all individuals are…

In this paper, we present a conceptual model game to examine the dynamics of asymmetric interactions in games with imperfect information. The game involves two agents with starkly contrasting capabilities: one agent can take actions but has…

Information design (ID) explores how a sender influence the optimal behavior of receivers to achieve specific objectives. While ID originates from everyday human communication, existing game-theoretic and machine learning methods often…

We examine sequential equilibrium in the context of computational games, where agents are charged for computation. In such games, an agent can rationally choose to forget, so issues of imperfect recall arise. In this setting, we consider…

We consider a two-player dynamic information design problem between a principal and a receiver -- a game is played between the two agents on top of a Markovian system controlled by the receiver's actions, where the principal obtains and…