相关论文: Linear Equilibria for Dynamic LQG Games with Asymm…
We consider a dynamic game with asymmetric information where each player observes privately a noisy version of a (hidden) state of the world V, resulting in dependent private observations. We study structured perfect Bayesian equilibria…
We consider a finite horizon dynamic game with two players who observe their types privately and take actions, which are publicly observed. Players' types evolve as independent, controlled linear Gaussian processes and players incur…
We consider finite-horizon and infinite-horizon versions of a dynamic game with $N$ selfish players who observe their types privately and take actions that are publicly observed. Players' types evolve as conditionally independent Markov…
We formulate and analyze a general class of stochastic dynamic games with asymmetric information arising in dynamic systems. In such games, multiple strategic agents control the system dynamics and have different information about the…
We consider a finite horizon repeated game with $N$ selfish players who observe their types privately and take actions, which are publicly observed. Their actions and types jointly determine their instantaneous rewards. In each period,…
In dynamic games with asymmetric information structure, the widely used concept of equilibrium is perfect Bayesian equilibrium (PBE). This is expressed as a strategy and belief pair that simultaneously satisfy sequential rationality and…
We analyze independent policy-gradient (PG) learning in $N$-player linear-quadratic (LQ) stochastic differential games. Each player employs a distributed policy that depends only on its own state and updates the policy independently using…
We consider a class of two-player dynamic stochastic nonzero-sum games where the state transition and observation equations are linear, and the primitive random variables are Gaussian. Each controller acquires possibly different dynamic…
We formulate and study a class of two-player zero-sum stochastic dynamic games with partial and asymmetric information. Information asymmetry introduces fundamental challenges involving \emph{belief representation} and \emph{theory of mind}…
This paper studies a multi-player, general-sum stochastic game characterized by a dual-stage temporal structure per period. The agents face uncertainty regarding the time-evolving state that is realized at the beginning of each period.…
We consider in discrete time, a general class of sequential stochastic dynamic games with asymmetric information with the following features. The underlying system has Markovian dynamics controlled by the agents' joint actions. Each agent's…
We consider two-player non-zero-sum linear-quadratic Gaussian games in which both players aim to minimize a quadratic cost function while controlling a linear and stochastic state process {using linear policies}. The system is partially…
Considering linear-quadratic discrete-time games with unknown input/output/state (i/o/s) dynamics and state, we provide necessary and sufficient conditions for the existence and uniqueness of feedback Nash equilibria (FNE) in the…
Perfect Bayesian Equilibrium (PBE) is a refinement of the Nash equilibrium for imperfect-information extensive-form games (EFGs) that enforces consistency between the two components of a solution: agents' strategy profile describing their…
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…
In this work we consider a stochastic linear quadratic two-player game. The state measurements are observed through a switched noiseless communication link. Each player incurs a finite cost every time the link is established to get…
This paper analyzes a finite horizon dynamic signaling game motivated by the well-known strategic information transmission problems in economics. The mathematical model involves information transmission between two agents, a sender who…
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…
We consider the problem of dynamic information design with one sender and one receiver where the sender observers a private state of the system and takes an action to send a signal based on its observation to a receiver. Based on this…
We study the problem of Bayesian learning in a dynamical system involving strategic agents with asymmetric information. In a series of seminal papers in the literature, this problem has been investigated under a simplifying model where…