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We consider an example of stochastic games with partial, asymmetric and non-classical information. We obtain relevant equilibrium policies using a new approach which allows managing the belief updates in a structured manner. Agents have access only to partial information updates, and our approach is to consider optimal open loop control until the information update. The agents continuously control the rates of their Poisson search clocks to acquire the locks, the agent to get all the locks before others would get reward one. However, the agents have no information about the acquisition status of others and will incur a cost proportional to their rate process. We solved the problem for the case with two agents and two locks and conjectured the results for $N$-agents. We showed that a pair of (partial) state-dependent time-threshold policies form a Nash equilibrium.
We consider an information elicitation game where the center needs the agent to self-report her actual usage of a service and charges her a payment accordingly. The center can only observe a partial signal, representing part of the agents true consum
This paper considers repeated games in which one player has more information about the game than the other players. In particular, we investigate repeated two-player zero-sum games where only the column player knows the payoff matrix A of the game. S
We consider extensive games with perfect information with well-founded game trees and study the problems of existence and of characterization of the sets of subgame perfect equilibria in these games. We also provide such characterizations for two cla
We define the notion of Bayes correlated Wardrop equilibrium for general nonatomic games with anonymous players and incomplete information. Bayes correlated Wardrop equilibria describe the set of equilibrium outcomes when a mediator, such as a traffi
We prove two determinacy and decidability results about two-players stochastic reachability games with partial observation on both sides and finitely many states, signals and actions.