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Bayesian Nash equilibrium seeking for multi-agent incomplete-information aggregative games

Hanzheng Zhang, Huashu Qin, Guanpu Chen (2023)

Kybernetika

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...

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