In security games, the defender often has to predict the attacker's behavior based on some observed attack data. However, a clever attacker can intentionally change its behavior to mislead the defender's learning, leading to an ineffective defense strategy. This paper investigates the attacker's...

I consider a class of dynamic Bayesian games in which types evolve stochastically according to a first-order Markov process on a continuous type space. Types are privately informed, but they become public together with actions when payoffs are obtained, resulting in a delayed information...

We formulate and study a two-player duel game as a terminal payoffs stochastic game. Players 𝑃1,𝑃2 are standing in place and, in every turn, each may shoot at the other (in other words, abstention is allowed). If 𝑃𝑛 shoots 𝑃𝑚 (𝑚≠𝑛), either they hit and kill them (with...

In this paper, mean-field type games between two players with backward stochastic dynamics are defined and studied. They make up a class of non-zero-sum, non-cooperating, differential games where the players’ state dynamics solve backward stochastic differential equations (BSDE) that depend on...

This paper uses the framework of stochastic games to propose a model of emotions in repeated interactions. An emotional player can be in either a friendly, a neutral, or a hostile state of mind. The player transitions between the states of mind as a response to observed actions taken by the...

Pursuit-evasion games are used to define guidance strategies for multi-agent planning problems. Although optimal strategies exist for deterministic scenarios, in the case when information about the opponent players is imperfect, it is important to evaluate the effect of uncertainties on the...

We extend a standard two-person, non-cooperative, non-zero sum, imperfect inspection game, considering a large population of interacting inspectees and a single inspector. Each inspectee adopts one strategy, within a finite/infinite bounded set of strategies returning increasingly illegal...

In this paper, we present an application of the dynamic tracking games framework to a monetary union. We use a small stylized nonlinear three-country macroeconomic model of a monetary union to analyze the interactions between fiscal (governments) and monetary (common central bank) policy makers,...

This paper develops a dynamic model of tender offers in which there is trading on the target's shares during the takeover, and bidders can freeze out target shareholders (compulsorily acquire remaining shares not tendered at the bid price), features that prevail on almost all takeovers. We show...