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a_systematic_process_for_evaluating_structured_equilibria_in_dynamic_games_with_asymmetric_information
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a_systematic_process_for_evaluating_structured_equilibria_in_dynamic_games_with_asymmetric_information [2016/09/01 19:15] (current)
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 +Abstract:
 +We consider problems involving multiple agents making decisions dynamically in the presence of asymmetric information.
 +
 +When agents have a common objective (dynamic decentralized teams) recent results have established a systematic framework for obtaining the optimal decision strategy that is akin to the well-known backward induction in partially observed Markov decision processes (POMDPs).
 +However, when agents are strategic (dynamic games with asymmetric information) there is no known systematic process for
 +evaluating the appropriate equilibria in a sufficiently general setting. The well-known backward induction process for finding sub-game perfect equilibria is useless in these problems and we are stuck with an indecomposable fixed-point equation in the space of strategies and beliefs.
 +
 +In this talk we will discuss a class of perfect Bayesian equilibria (PBE) that are the counterparts of Markov perfect equilibria (MPE) for asymmetric information games. The corresponding "​state"​ is a belief based on the common information among agents.
 +We will then propose a two-step backward-forward inductive algorithm to find these structured PBE. The backward inductive part of this algorithm defines an equilibrium generating function. Each period in the backward induction involves solving a "​small"​ fixed point equation. Using this generating function, equilibrium strategies and beliefs are defined through a forward recursion.
 +
 +
 +
 +Bio:
 +Achilleas Anastasopoulos received the Diploma in EE from the National Technical University of Athens, Greece in 1993, 
 +and the M.S. and Ph.D. degrees in EE from the University of Southern California in 1994 and 1999, respectively. ​
 +He is currently an Associate Professor of EECS at the University of Michigan, Ann Arbor.
 +His research interests lie in
 +1) the general area of communication and information theory, with emphasis in channel coding and
 +multi-user channels;
 +2) control theory with emphasis in decentralized stochastic control and its connections to
 +communications and information-theoretic problems;
 +3) analysis of dynamic games and mechanism design for resource allocation in networked systems.
  
a_systematic_process_for_evaluating_structured_equilibria_in_dynamic_games_with_asymmetric_information.txt ยท Last modified: 2016/09/01 19:15 (external edit)