Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  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 quadratic Gaussian (LQG) game with asymmetric information.  show that under certain conditions, players' strategies that are linear in their private types, together with Gaussian beliefs form a perfect Bayesian equilibrium (PBE) of the game. Furthermore, it is shown that this is a signaling equilibrium due to the fact that future beliefs on players' types are affected by the equilibrium strategies.  provide a backward-forward algorithm to find the PBE. Each step of the backward algorithm reduces to solving an algebraic matrix equation for every possible realization of the state estimate covariance matrix. The forward algorithm consists of Kalman filter recursions, where state estimate covariance matrices depend on equilibrium strategies.
['Deepanshu Vasal', 'Achilleas Anastasopoulos']
I am writing a research paper on a idea Signaling equilibria for dynamic LQG games with asymmetric information
[{"from": "human", "value": "I am writing a research paper on a idea Signaling equilibria for dynamic LQG games with asymmetric information"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely:  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 quadratic Gaussian (LQG) game with asymmetric information.  show that under certain conditions, players' strategies that are linear in their private types, together with Gaussian beliefs form a perfect Bayesian equilibrium (PBE) of the game. Furthermore, it is shown that this is a signaling equilibrium due to the fact that future beliefs on players' types are affected by the equilibrium strategies.  provide a backward-forward algorithm to find the PBE. Each step of the backward algorithm reduces to solving an algebraic matrix equation for every possible realization of the state estimate covariance matrix. The forward algorithm consists of Kalman filter recursions, where state estimate covariance matrices depend on equilibrium strategies."}]