We study, in discrete time, a general class of sequential stochastic dynamic games with asymmetric information. We consider a setting where the underlying system has Markovian dynamics controlled by the agents' joint actions. Each agent's instantaneous utility depends on the agents' joint actions and the system state. At each time instant each agent makes a private noisy observation that depends on the current system state and the agents' actions in the previous time instant. In addition, at each time instant all agents may have a common noisy observation of the system state and their actions in the previous time instant. The agents' actions are hidden, that is, each agent's actions are not directly observable by the other agents. Therefore, at every time instant agents have asymmetric and imperfect information about the game's history. Dynamic games with the above features arise in engineering (cybersecurity, transportation, energy markets), in economics (industrial organization), and in socio-technological applications. As pointed out in Tang et al (2022), the key challenges in the study of dynamic games with asymmetric information are: (i) The domain of agents' strategies increases with time, as the agents acquire information over time.

We analyze a class of stochastic dynamic games among teams with asymmetric information, where members of a team share their observations internally with a delay of $d$. Each team is associated with a controlled Markov Chain, whose dynamics are coupled through the players' actions. These games exhibit challenges in both theory and practice due to the presence of signaling and the increasing domain of information over time. We develop a general approach to characterize a subset of Nash Equilibria where the agents can use a compressed version of their information, instead of the full information, to choose their actions. We identify two subclasses of strategies: Sufficient Private Information Based (SPIB) strategies, which only compress private information, and Compressed Information Based (CIB) strategies, which compress both common and private information. We show that while SPIB-strategy-based equilibria always exist, the same is not true for CIB-strategy-based equilibria. We develop a backward inductive sequential procedure, whose solution (if it exists) provides a CIB strategy-based equilibrium. We identify some instances where we can guarantee the existence of a solution to the above procedure. Our results highlight the tension among compression of information, existence of (compression based) equilibria, and backward inductive sequential computation of such equilibria in stochastic dynamic games with asymmetric information.

We present a queuing model of parking dynamics and a model-based prediction method to provide real-time probabilistic forecasts of future parking occupancy. The queuing model has a non-homogeneous arrival rate and time-varying service time distribution. All statistical assumptions of the model are verified using data from 29 truck parking locations, each with between 55 and 299 parking spots. For each location and each spot the data specifies the arrival and departure times of a truck, for 16 months of operation. The modeling framework presented in this paper provides empirical support for queuing models adopted in many theoretical studies and policy designs. We discuss how our framework can be used to study parking problems in different environments. Based on the queuing model, we propose two prediction methods, a microscopic method and a macroscopic method, that provide a real-time probabilistic forecast of parking occupancy for an arbitrary forecast horizon. These model-based methods convert a probabilistic forecast problem into a parameter estimation problem that can be tackled using classical estimation methods such as regressions or pure machine learning algorithms. We characterize a lower bound for an arbitrary real-time prediction algorithm. We evaluate the performance of these methods using the truck data comparing the outcomes of their implementations with other model-based and model-free methods proposed in the literature.