| Title | On Stochastic Dynamic Games with Delayed Sharing Information Structure |
| Publication Type | Conference Paper |
| Year of Publication | 2016 |
| Authors | Hamidreza Tavafoghi, Yi Ouyang, Demos Teneketzis |
| Conference Name | Conference on Decision and Control (CDC) |
| 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 | https://cps-vo.org/node/38470 |
| Citation Key | TavafoghiOuyangTeneketzis16_OnStochasticDynamicGamesWithDelayedSharingInformation |
On Stochastic Dynamic Games with Delayed Sharing Information Structure