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ISS Informal Systems Seminar

A common information approach to stochastic dynamic games with asymmetric information

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Nov 16, 2017   02:00 PM — 03:30 PM

Demosthenis Teneketzis University of Michigan, United States

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.


Free entrance.
Welcome to everyone!

Peter E. Caines organizer
Aditya Mahajan organizer
Dena Firoozi organizer

Location

Room 4488
André-Aisenstadt Building
Université de Montréal Campus
2920, chemin de la Tour Montréal QC H3T 1J4 Canada

Research Axes

Research applications