相关论文: Structured Perfect Bayesian Equilibrium in Infinit…

Nash equilibrium (NE) assumes that players always make a best response. However, this is not always true; sometimes people cooperate even it is not a best response to do so. For example, in the Prisoner's Dilemma, people often cooperate.…

We study strategic interaction in data-driven games where players face uncertainty about payoff distributions inferred from finite samples. To model calibrated attitudes toward such uncertainty, we formulate distributionally robust games…

The process of revising (or constructing) a policy at execution time -- known as decision-time planning -- has been key to achieving superhuman performance in perfect-information games like chess and Go. A recent line of work has extended…

In the domain of machine learning and game theory, the quest for Nash Equilibrium (NE) in extensive-form games with incomplete information is challenging yet crucial for enhancing AI's decision-making support under varied scenarios.…

The peculiarity of adversarial team games resides in the asymmetric information available to the team members during the play, which makes the equilibrium computation problem hard even with zero-sum payoffs. The algorithms available in the…

This paper studies two-player zero-sum stochastic Bayesian games where each player has its own dynamic state that is unknown to the other player. Using typical techniques, we provide the recursive formulas and sufficient statistics in both…

We study the problem of implementing equilibria of complete information games in settings of incomplete information, and address this problem using "recommender mechanisms." A recommender mechanism is one that does not have the power to…

A special case of Myerson's classic result describes the revenue-optimal equilibrium when a seller offers a single item to a buyer. We study a repeated sales extension of this model: a seller offers to sell a single fresh copy of an item to…

The security game is a basic model for resource allocation in adversarial environments. Here there are two players, a defender and an attacker. The defender wants to allocate her limited resources to defend critical targets and the attacker…

This paper considers a continuous time Kyle-Back model which is a game problem between an insider and a market marker. The existing literature typically focuses on the existence of equilibrium by using the PDE approach, which requires…

There is a long history in game theory on the topic of Bayesian or "rational" learning, in which each player maintains beliefs over a set of alternative behaviours, or types, for the other players. This idea has gained increasing interest…

Strategic information disclosure, in its simplest form, considers a game between an information provider (sender) who has access to some private information that an information receiver is interested in. While the receiver takes an action…

We introduce a mathematically rigorous framework for an artificial intelligence system composed of probabilistic agents evolving through structured competition and belief revision. The architecture, grounded in Bayesian inference, measure…

In their seminal work, Nayyar et al. (2013) showed that imperfect information can be abstracted away from common-payoff games by having players publicly announce their policies as they play. This insight underpins sound solvers and…

Imperfect-Information Extensive-Form Games (IIEFGs) is a prevalent model for real-world games involving imperfect information and sequential plays. The Extensive-Form Correlated Equilibrium (EFCE) has been proposed as a natural solution…

This paper develops a novel econometric framework for static discrete choice games with costly information acquisition. In traditional discrete games, players are assumed to perfectly know their own payoffs when making decisions, ignoring…

Security challenges accompany the efficiency. The pervasive integration of information and communications technologies (ICTs) makes cyber-physical systems vulnerable to targeted attacks that are deceptive, persistent, adaptive and…

The analysis of large population economies with incomplete information often entails the integration of a continuum of random variables. We showcase the usefulness of the integral notion \`a la Pettis (1938) to study such models. We present…

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 present an algorithm for computing evolutionarily stable strategies (ESSs) in symmetric perfect-recall extensive-form games of imperfect information. Our main algorithm is for two-player games, and we describe how it can be extended to…