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Bayesian Nash equilibrium seeking for multi-agent incomplete-information aggregative games
Kybernetika, Tome 59 (2023) no. 4, pp. 575-591 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of either Bayesian games or deterministic aggregative games. We handle the aggregation function to adapt to 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.
In this paper, we consider a distributed Bayesian Nash equilibrium (BNE) seeking problem in incomplete-information aggregative games, which is a generalization of either Bayesian games or deterministic aggregative games. We handle the aggregation function to adapt to 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.
DOI : 10.14736/kyb-2023-4-0575
Classification : 68W15, 91A27, 91A43
Keywords: aggregative games; Bayesian games; equilibrium approximation; distributed algorithms 
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     title = {Bayesian {Nash} equilibrium seeking for multi-agent incomplete-information aggregative games},
     journal = {Kybernetika},
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     year = {2023},
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Zhang, Hanzheng; Qin, Huashu; Chen, Guanpu. Bayesian Nash equilibrium seeking for multi-agent incomplete-information aggregative games. Kybernetika, Tome 59 (2023) no. 4, pp. 575-591. doi: 10.14736/kyb-2023-4-0575

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