Geodesic
Bayesian Nash equilibrium seeking for multi-agent incomplete-information aggregative games
Kybernetika, Tome 59 (2023) no. 4, pp. 575-591.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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 
@article{10_14736_kyb_2023_4_0575,
     author = {Zhang, Hanzheng and Qin, Huashu and Chen, Guanpu},
     title = {Bayesian {Nash} equilibrium seeking for multi-agent incomplete-information aggregative games},
     journal = {Kybernetika},
     pages = {575--591},
     publisher = {mathdoc},
     volume = {59},
     number = {4},
     year = {2023},
     doi = {10.14736/kyb-2023-4-0575},
     mrnumber = {4660379},
     zbl = {07790651},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2023-4-0575/}
}
TY  - JOUR
AU  - Zhang, Hanzheng
AU  - Qin, Huashu
AU  - Chen, Guanpu
TI  - Bayesian Nash equilibrium seeking for multi-agent incomplete-information aggregative games
JO  - Kybernetika
PY  - 2023
SP  - 575
EP  - 591
VL  - 59
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2023-4-0575/
DO  - 10.14736/kyb-2023-4-0575
LA  - en
ID  - 10_14736_kyb_2023_4_0575
ER  - 
%0 Journal Article
%A Zhang, Hanzheng
%A Qin, Huashu
%A Chen, Guanpu
%T Bayesian Nash equilibrium seeking for multi-agent incomplete-information aggregative games
%J Kybernetika
%D 2023
%P 575-591
%V 59
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2023-4-0575/
%R 10.14736/kyb-2023-4-0575
%G en
%F 10_14736_kyb_2023_4_0575
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. http://geodesic.mathdoc.fr/articles/10.14736/kyb-2023-4-0575/

Cité par Sources :