Bayesian Quadratic Network Game Filters

DOI10.1109/TSP.2014.2309073zbMATH Open1394.94168arXiv1302.0249OpenAlexW2762694154MaRDI QIDQ4579166FDOQ4579166

Authors: Ceyhun Eksin, Pooya Molavi, Alejandro Ribeiro, Ali Jadbabaie 

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: A repeated network game where agents have quadratic utilities that depend on information externalities -- an unknown underlying state -- as well as payoff externalities -- the actions of all other agents in the network -- is considered. Agents play Bayesian Nash Equilibrium strategies with respect to their beliefs on the state of the world and the actions of all other nodes in the network. These beliefs are refined over subsequent stages based on the observed actions of neighboring peers. This paper introduces the Quadratic Network Game (QNG) filter that agents can run locally to update their beliefs, select corresponding optimal actions, and eventually learn a sufficient statistic of the network's state. The QNG filter is demonstrated on a Cournot market competition game and a coordination game to implement navigation of an autonomous team.

Full work available at URL: https://arxiv.org/abs/1302.0249

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Mathematics Subject Classification ID

Bayesian inference (62F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of game theory (91A80) Games involving graphs (91A43)

Cited In (1)

• Learning to coordinate in social networks

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