I have a problem which I want to formulate it as a game, using game theory. In this problem there is several agents, we can consider the agents as the employees of different offices, these agents have some information about the clients and these information are updates and increases over time. the problem is persuading the agents to present their information to a central office over time. the problem have a continous nature. I am seeking for a game to model this problem using game theory. May you please tell me which kind of games is sufficient for this problem?

Best Regards

  • $\begingroup$ More details would help. Would the agents ever misreport the information (lie about it), or just withhold it? How does the utility of the central office relate to the information, and what does the central office know about the information (e.g. can it detect false information, can it determine the value of different pieces of its information to its utility, ....) $\endgroup$ – usul May 19 '15 at 12:57
  • $\begingroup$ Hi, in this problem, the offices have a non-cooperative behavior, the offices want to preserve the information of the clients and don not share the information, however, each office can not have all information of all clients. So, because of this nature of this problem gathering all information of all offices about all clients can make a central database that all offices can use from this data base. So the offices have a selfish behavior in preserving their own information. I've just guess that game theory can be a good approach for modeling this problem. $\endgroup$ – Mary May 20 '15 at 9:46

The game you're describing is a continuous-time principal-agent problem. See A continuous-time version of the principal-agent problem (Sannikov 2008). Technically the goal there is to induce optimal effort from the employee, but, by the revelation principal, that's equivalent to having him reveal his private information.

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  • $\begingroup$ Hi, Thank you very much, I am going to read this problem. $\endgroup$ – Mary May 20 '15 at 9:49

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