Hypothesis Testing Under Subjective Priors and Costs as a Signaling Game


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Saritas S., Gezici S., Yuksel S.

IEEE TRANSACTIONS ON SIGNAL PROCESSING, cilt.67, sa.19, ss.5169-5183, 2019 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 67 Sayı: 19
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1109/tsp.2019.2935908
  • Dergi Adı: IEEE TRANSACTIONS ON SIGNAL PROCESSING
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.5169-5183
  • Anahtar Kelimeler: Signal detection, hypothesis testing, signaling games, Nash equilibrium, Stackelberg equilibrium, subjective priors, COMMUNICATION, SECURITY, ATTACKS, SYSTEMS, BOUNDS
  • Orta Doğu Teknik Üniversitesi Adresli: Hayır

Özet

Many communication, sensor network, and networked control problems involve agents (decision makers) which have either misaligned objective functions or subjective probabilistic models. In the context of such setups, we consider binary signaling problems in which the decision makers (the transmitter and the receiver) have subjective priors and/or misaligned objective functions. Depending on the commitment nature of the transmitter to his policies, we formulate the binary signaling problem as a Bayesian game under either Nash or Stackelberg equilibrium concepts and establish equilibrium solutions and their properties. We show that there can be informative or non-informative equilibria in the binary signaling game under the Stackelberg and Nash assumptions, and derive the conditions under which an informative equilibrium exists for the Stackelberg and Nash setups. For the corresponding team setup, however, an equilibrium typically always exists and is always informative. Furthermore, we investigate the effects of small perturbations in priors and costs on equilibrium values around the team setup (with identical costs and priors), and show that the Stackelberg equilibrium behavior is not robust to small perturbations whereas the Nash equilibrium is.