Computing pure Bayesian-Nash equilibria in games with finite actions and continuous types

We extend the well-known fictitious play (FP) algorithm to compute pure-strategy Bayesian-Nash equilibria in private-value games of incomplete information with finite actions and continuous types (G-FACTs). We prove that, if the frequency distribution of actions (fictitious play beliefs) converges,...

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Bibliographic Details
Main Authors: Rabinovich, Zinovi (Author), Naroditskiy, Victor (Author), Gerding, Enrico H. (Author), Jennings, Nicholas R. (Author)
Format: Article
Language:English
Published: 2013-02.
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