On Stochastic Dynamic Games with Delayed Sharing Information Structure
Hamidreza Tavafoghi, Yi Ouyang, Demos Teneketzis

Citation
Hamidreza Tavafoghi, Yi Ouyang, Demos Teneketzis. "On Stochastic Dynamic Games with Delayed Sharing Information Structure". Conference on Decision and Control (CDC), 7002-7009, 2016.

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 in- formation 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.

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Citation formats  
  • HTML
    Hamidreza Tavafoghi, Yi Ouyang, Demos Teneketzis. <a
    href="http://www.cps-forces.org/pubs/218.html"
    >On Stochastic Dynamic Games with Delayed Sharing
    Information Structure</a>, Conference on Decision and
    Control (CDC), 7002-7009, 2016.
  • Plain text
    Hamidreza Tavafoghi, Yi Ouyang, Demos Teneketzis. "On
    Stochastic Dynamic Games with Delayed Sharing Information
    Structure". Conference on Decision and Control (CDC),
    7002-7009, 2016.
  • BibTeX
    @inproceedings{TavafoghiOuyangTeneketzis16_OnStochasticDynamicGamesWithDelayedSharingInformation,
        author = {Hamidreza Tavafoghi and Yi Ouyang and Demos
                  Teneketzis},
        title = {On Stochastic Dynamic Games with Delayed Sharing
                  Information Structure},
        booktitle = {Conference on Decision and Control (CDC)},
        pages = {7002-7009},
        year = {2016},
        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 in- formation
                  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.},
        URL = {http://cps-forces.org/pubs/218.html}
    }
    

Posted by Erik Miehling on 17 Feb 2017.
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