Hierarchical multistage Gaussian signaling games in noncooperative communication and control systems

DOI10.1016/J.AUTOMATICA.2019.05.024zbMATH Open1429.91073arXiv1609.09448OpenAlexW2947949285WikidataQ127821748 ScholiaQ127821748MaRDI QIDQ2280798FDOQ2280798

Authors: Muhammed O. Sayin, Emrah Akyol, Tamer Başar 

Publication date: 19 December 2019

Published in: Automatica (Search for Journal in Brave)

Abstract: We analyze in this paper finite horizon hierarchical signaling games between (information provider) senders and (decision maker) receivers in a dynamic environment. The underlying information evolves in time while sender and receiver interact repeatedly. Different from the classical communication (control) models, however, the sender (sensor) and the receiver (controller) have different objectives and there is a hierarchy between the players such that the sender leads the game by announcing his policies beforehand. He needs to anticipate the reaction of the receiver and the impact of the actions on the horizon while controlling the transparency of the disclosed information at each interaction. With quadratic cost functions and multivariate Gaussian processes, evolving according to first order auto-regressive models, we show that memoryless "linear" sender signaling rules are optimal (in the sense of game-theoretic hierarchical equilibrium) within the general class of measurable policies in the noncooperative communication context. In the noncooperative control context, we also analyze the hierarchical equilibrium for linear signaling rules and provide an algorithm to compute the optimal linear signaling rules numerically with global optimality guarantees.

Full work available at URL: https://arxiv.org/abs/1609.09448

Recommendations

• Dynamic signaling games with quadratic criteria under Nash and Stackelberg equilibria
• On the Optimality of Linear Signaling to Deceive Kalman Filters over Finite/Infinite Horizons
• Performance versus informativeness in linear-quadratic Gaussian noncooperative games
• Information revelation through signalling
• Signaling of information

zbMATH Keywords

hierarchical decision makinginformation theoryStackelberg gamesdynamic gamesLQG controlKalman filterssignaling gamescommunications

Mathematics Subject Classification ID

Decision theory (91B06) Multistage and repeated games (91A20) Signaling and communication in game theory (91A28) Hierarchical games (including Stackelberg games) (91A65)

Cites Work

• Matrix Analysis
• Title not available (Why is that?)
• Quantized consensus
• Graph implementations for nonsmooth convex programs
• Title not available (Why is that?)
• Strategic Information Transmission
• Semidefinite Optimization and Convex Algebraic Geometry
• Multiple Referrals and Multidimensional Cheap Talk
• Dynamic strategic information transmission
• Professional advice
• Invariance of convex sets under linear transformations
• Simultaneous design of measurement and control strategies for stochastic systems with feedback
• Game-Theoretic Methods for Robustness, Security, and Resilience of Cyberphysical Control Systems: Games-in-Games Principle for Optimal Cross-Layer Resilient Control Systems
• The effect of deception on optimal decisions
• Quadratic Multi-Dimensional Signaling Games and Affine Equilibria
• Estimation With Strategic Sensors

Cited In (7)

• On the Optimality of Linear Signaling to Deceive Kalman Filters over Finite/Infinite Horizons
• Dynamic signaling games with quadratic criteria under Nash and Stackelberg equilibria
• Signaling games in multiple dimensions: geometric properties of equilibrium solutions
• Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses
• Dynamic information design: a simple problem on optimal sequential information disclosure
• Compartmental observability approach for the optimal transparency problem in multi-agent systems
• Shannon meets Myerson: information extraction from a strategic sender

Uses Software

• CVX

This page was built for publication: Hierarchical multistage Gaussian signaling games in noncooperative communication and control systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2280798)