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Informal Systems Seminar (ISS), Centre for Intelligent Machines (CIM) and Groupe d'Etudes et de Recherche en Analyse des Decisions (GERAD)

A Common Information Approach to Stochastic Dynamic Games with Asymmetric Information

Demosthenis Teneketzis
Department of Electrical Engineering and Computer Science University of Michigan
Ann Arbor

November 16, 2017 at  2:00 PM
Room 4488, Andre-Aisenstadt Building, Universite de Montreal Campus

Stochastic Dynamic Games with Asymmetric Information (SDGAI) arise in many areas, such as Engineering, Economics, Political Science, etc. The computation of equilibria in SDGAI is a formidable task. In this talk I will first discuss the difficulties associated with the computation of equilibria in SDGAI. Then, I will present ideas on how to alleviate some of these difficulties. I will also present an analogue of Maskin-Tirole’s methodology (Markov Perfect Equililibria) for SDGAI. Finally, I will briefly discuss some open problems in SDGAI.