Quadratic signaling with prior mismatch at an encoder and decoder: equilibria, continuity, and robustness properties

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buir.contributor.authorGezici, Sinan
buir.contributor.orcidGezici, Sinan|0000-0002-6369-3081
dc.citation.epage720en_US
dc.citation.issueNumber2en_US
dc.citation.spage705en_US
dc.citation.volumeNumber68en_US
dc.contributor.authorKazikli, E.
dc.contributor.authorSartas, S.
dc.contributor.authorGezici, Sinan
dc.date.accessioned2023-02-23T16:59:03Z
dc.date.available2023-02-23T16:59:03Z
dc.date.issued2022-01-11
dc.departmentDepartment of Electrical and Electronics Engineeringen_US
dc.description.abstractWe consider communications through a Gaussian noise channel between an encoder and a decoder which have subjective probabilistic models on the source distribution. Although they consider the same cost function, the induced expected costs are misaligned due to their prior mismatch, which requires a game theoretic approach. We consider two approaches: a Nash setup, with no prior commitment, and a Stackelberg solution concept, where the encoder is committed to a given announced policy apriori. We show that the Stackelberg equilibrium cost of the encoder is upper semi continuous, under the Wasserstein metric, as encoder's prior approaches the decoder's prior, and it is also lower semi continuous with Gaussian priors. For the Stackelberg setup, the optimality of affine policies for Gaussian signaling no longer holds under prior mismatch, and thus team-theoretic optimality of linear/affine policies are not robust to perturbations. We provide conditions under which there exist informative Nash and Stackelberg equilibria with affine policies. Finally, we show existence of fully informative Nash and Stackelberg equilibria for the cheap talk problem under an absolute continuity condition.en_US
dc.identifier.doi10.1109/TAC.2022.3142121en_US
dc.identifier.issn0018-9286
dc.identifier.urihttp://hdl.handle.net/11693/111654
dc.language.isoEnglishen_US
dc.publisherInstitute of Electrical and Electronics Engineersen_US
dc.relation.isversionofhttps://dx.doi.org/10.1109/TAC.2022.3142121en_US
dc.source.titleIEEE Transactions on Automatic Controlen_US
dc.subjectCostsen_US
dc.subjectDecodingen_US
dc.subjectEncodingen_US
dc.subjectGamesen_US
dc.subjectLinear programmingen_US
dc.subjectNash equilibriumen_US
dc.subjectProbabilistic logicen_US
dc.subjectSignaling gamesen_US
dc.subjectStackelberg equilibriumen_US
dc.subjectSubjective priorsen_US
dc.titleQuadratic signaling with prior mismatch at an encoder and decoder: equilibria, continuity, and robustness propertiesen_US
dc.typeArticleen_US
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