Title
On Stochastic Dynamic Games With Delayed Sharing Information Structure
Abstract
We formulate and analyze dynamic games with d-step (d >= 1) delayed sharing information structure. The resulting game is a dynamic game of asymmetric information with hidden actions, imperfect observations, and controlled and interdependent system dynamics. We adopt common information based perfect Bayesian equilibrium (CIB-PBE) as the solution concept, and provide a sequential decomposition of the dynamic game. Such a decomposition leads to a backward induction algorithm to compute CIB-PBEs. We discuss the features of our approach to the above class of games and address the existence of CIB-PBEs.
Year
Venue
Field
2016
2016 IEEE 55TH CONFERENCE ON DECISION AND CONTROL (CDC)
Information structure,Mathematical optimization,Markov process,Computer science,Solution concept,Bayesian game,Sequential game,Screening game,Backward induction,Stochastic game
DocType
ISSN
Citations 
Conference
0743-1546
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Hamidreza Tavafoghi1155.93
Yi Ouyang24310.16
Demosthenis Teneketzis361285.73