Bayesian Nash equilibrium seeking for multi-agent incomplete-information aggregative games

DOI10.14736/KYB-2023-4-0575MaRDI QIDQ6137157zbMATH OpenFDO

Authors Huashu Qin, Guanpu Chen

Publication date 18 January 2024

Published in Kybernetika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2301.04376

zbMATH Keywords

aggregative gamesBayesian gamesdistributed algorithmsequilibrium approximation

Mathematics Subject Classification ID

Distributed algorithms (68W15) Games with incomplete information, Bayesian games (91A27) Games involving graphs (91A43)

Abstract: In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of Bayesian games and deterministic aggregative games. We handle the aggregation function for distributed incomplete-information situations. Since the feasible strategies are infinite-dimensional functions and lie in a non-compact set, the continuity of types brings barriers to seeking equilibria. To this end, we discretize the continuous types and then prove that the equilibrium of the derived discretized model is an $epsilon$-BNE. On this basis, we propose a distributed algorithm for an $epsilon$-BNE and further prove its convergence.

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Cites work

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Cited in

(2)

• Equilibrium analysis of distributed aggregative game with misinformation.
• Evolving payoff functions in Bayesian games with genetic programming

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