Dynamic signaling games with quadratic criteria under Nash and Stackelberg equilibria

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Date

2020-05-01

Author

Yuksel, Serdar
Sarıtaş, Serkan
Gezici, Sinan

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This paper considers dynamic (multi-stage) signaling games involving an encoder and a decoder who have subjective models on the cost functions. We consider both Nash (simultaneous-move) and Stackelberg (leader-follower) equilibria of dynamic signaling games under quadratic criteria. For the multi-stage scalar cheap talk, we show that the final stage equilibrium is always quantized and under further conditions the equilibria for all time stages must be quantized. In contrast, the Stackelberg equilibria are always fully revealing. In the multi-stage signaling game where the transmission of a Gauss-Markov source over a memoryless Gaussian channel is considered, affine policies constitute an invariant subspace under best response maps for Nash equilibria; whereas the Stackelberg equilibria always admit linear policies for scalar sources but such policies may be nonlinear for multi-dimensional sources. We obtain an explicit recursion for optimal linear encoding policies for multi-dimensional sources, and derive conditions under which Stackelberg equilibria are informative.

Subject Keywords

Signaling games, Stochastic networked control, Game theory, Information theory

URI

https://hdl.handle.net/11511/94562

Journal

AUTOMATICA

DOI

https://doi.org/10.1016/j.automatica.2020.108883

Collections

Department of Electrical and Electronics Engineering, Article

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Citation Formats

S. Yuksel, S. Sarıtaş, and S. Gezici, “Dynamic signaling games with quadratic criteria under Nash and Stackelberg equilibria,” AUTOMATICA, vol. 115, pp. 0–0, 2020, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/94562.