Threshold policy for global games with noisy information sharing

Handle URI:
http://hdl.handle.net/10754/600863
Title:
Threshold policy for global games with noisy information sharing
Authors:
Mahdavifar, Hessam; Beirami, Ahmad; Touri, Behrouz; Shamma, Jeff S. ( 0000-0001-5638-9551 )
Abstract:
It is known that global games with noisy sharing of information do not admit a certain type of threshold policies [1]. Motivated by this result, we investigate the existence of threshold-type policies on global games with noisy sharing of information and show that such equilibrium strategies exist and are unique if the sharing of information happens over a sufficiently noisy environment. To show this result, we establish that if a threshold function is an equilibrium strategy, then it will be a solution to a fixed point equation. Then, we show that for a sufficiently noisy environment, the functional fixed point equation leads to a contraction mapping, and hence, its iterations converge to a unique continuous threshold policy.
KAUST Department:
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Citation:
Mahdavifar, H., Beirami, A., Touri, B. and Shamma, J.S., 2015, December. Threshold policy for global games with noisy information sharing. In Decision and Control (CDC), 2015 IEEE 54th Annual Conference on (pp. 5865-5870). IEEE.
Publisher:
Institute of Electrical and Electronics Engineers (IEEE)
Journal:
2015 54th IEEE Conference on Decision and Control (CDC)
Conference/Event name:
2015 54th IEEE Conference on Decision and Control (CDC)
Issue Date:
15-Dec-2015
DOI:
10.1109/CDC.2015.7403141
Type:
Conference Paper
Additional Links:
http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7403141
Appears in Collections:
Conference Papers; Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division

Full metadata record

DC FieldValue Language
dc.contributor.authorMahdavifar, Hessamen
dc.contributor.authorBeirami, Ahmaden
dc.contributor.authorTouri, Behrouzen
dc.contributor.authorShamma, Jeff S.en
dc.date.accessioned2016-03-08T13:18:32Zen
dc.date.available2016-03-08T13:18:32Zen
dc.date.issued2015-12-15en
dc.identifier.citationMahdavifar, H., Beirami, A., Touri, B. and Shamma, J.S., 2015, December. Threshold policy for global games with noisy information sharing. In Decision and Control (CDC), 2015 IEEE 54th Annual Conference on (pp. 5865-5870). IEEE.en
dc.identifier.doi10.1109/CDC.2015.7403141en
dc.identifier.urihttp://hdl.handle.net/10754/600863en
dc.description.abstractIt is known that global games with noisy sharing of information do not admit a certain type of threshold policies [1]. Motivated by this result, we investigate the existence of threshold-type policies on global games with noisy sharing of information and show that such equilibrium strategies exist and are unique if the sharing of information happens over a sufficiently noisy environment. To show this result, we establish that if a threshold function is an equilibrium strategy, then it will be a solution to a fixed point equation. Then, we show that for a sufficiently noisy environment, the functional fixed point equation leads to a contraction mapping, and hence, its iterations converge to a unique continuous threshold policy.en
dc.publisherInstitute of Electrical and Electronics Engineers (IEEE)en
dc.relation.urlhttp://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7403141en
dc.rights(c) 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.en
dc.titleThreshold policy for global games with noisy information sharingen
dc.typeConference Paperen
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Divisionen
dc.identifier.journal2015 54th IEEE Conference on Decision and Control (CDC)en
dc.conference.date15-18 Dec. 2015en
dc.conference.name2015 54th IEEE Conference on Decision and Control (CDC)en
dc.conference.locationOsakaen
dc.eprint.versionPost-printen
dc.contributor.institutionDepartment of Electrical and Computer Engineering, University of California San Diego, USAen
dc.contributor.institutionDepartment of Electrical and Computer Engineering, Duke University, USAen
dc.contributor.institutionResearch Laboratory of Electronics, Massachusetts Institute of Technology, USAen
dc.contributor.institutionDepartment of Electrical, Computer, and Energy Engineering, University of Colorado Boulder, USAen
dc.contributor.institutionSchool of Electrical and Computer Engineering, Georgia Institute of Technology, USAen
kaust.authorShamma, Jeff S.en
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