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arXiv 2102.12059cs.GT
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离散化条件下无限贝叶斯博弈中贝叶斯纳什均衡的收敛性

Convergence of Bayesian Nash Equilibrium in Infinite Bayesian Games under Discretization

Linan Huang, Quanyan Zhu

摘要:

在效用函数和先验分布关于局中人类型连续的条件下,证明了具有连续类型和有限行动的一般和贝叶斯对策的贝叶斯纳什均衡(BNE)的存在性.此外,存在一个离散贝叶斯博弈序列,其BNE策略弱收敛到无限贝叶斯博弈的BNE策略。我们的证明建立了无限贝叶斯博弈的均衡和有限近似的均衡之间的联系,这导致了一个算法来构建$\varepsilon$ -BNE的无限贝叶斯博弈离散球员的类型空间。

英文摘要:

We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the players' types. Moreover, there exists a sequence of discretized Bayesian games whose BNE strategies converge weakly to a BNE strategy of the infinite Bayesian game. Our proof establishes a connection between the equilibria of the infinite Bayesian game and those of finite approximations, which leads to an algorithm to construct $\varepsilon$-BNE of infinite Bayesian games by discretizing players' type spaces.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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