We consider a finite horizon dynamic game with two players who observe their types privately and take actions, which are publicly observed. Players' types evolve as independent, controlled linear Gaussian processes and players incur quadratic instantaneous costs. This forms a dynamic linear...

In~[1], authors consider a general model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all players. The authors present a sequential decomposition algorithm to find...

We consider the problem of dynamic information design with one sender and one receiver where the sender observers a private state of the system and takes an action to send a signal based on its observation to a receiver. Based on this signal, the receiver takes an action that determines rewards...