We show that a Bayesian game where the type space of each agent is a bounded set of m-dimensional vectors with non-negative components and the utility of each agent depends linearly on its own type only is equivalent to a simultaneous competition in m basic games which is called a uniform multigame. The type space of each agent can be normalised to be given by the (m − 1)-dimensional simplex. This class of m-dimensional Bayesian games, via their equivalence with uniform multigames, can model decision making in multi-environments in a variety of circumstances, including decision making in multi-markets and decision making when there are both material and social utilities for agents as in the Prisoner's Dilemma and the Trust Game. We show that, if a uniform multigame in which the action set of each agent consists of one Nash equilibrium inducing action per basic game has a pure ex post Nash equilibrium on the boundary of its type profile space, then it has a pure ex post Nash equilibrium on the whole type profile space. We then develop an algorithm, linear in the number of types of the agents in such a multigame, which tests if a pure ex post Nash equilibrium on the vertices of the type profile space can be extended to a pure ex post Nash equilibrium on the boundary of its type profile space in which case we obtain a pure ex post Nash equilibrium for the multigame.


    Access

    Download


    Export, share and cite



    Title :

    Ex post Nash equilibrium in linear Bayesian games for decision making in multi-environments


    Contributors:

    Publication date :

    2018-01-01



    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English



    Classification :

    DDC:    330 / 629




    The Robust Nash equilibrium and equilibrium selection in 2x2 coordination games

    Fabella, Raul V. / Fabella, Vigile Marie B. | BASE | 2012

    Free access

    Linear Quadratic Nash Games on Positive Linear Systems

    Azevedo-Perdicoulis, T. P. / Jank, G. | British Library Online Contents | 2005



    Risk Assessment of UAV Cyber Range Based on Bayesian–Nash Equilibrium

    Shangting Miao / Quan Pan | DOAJ | 2024

    Free access