Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm

Vianney Perchet (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

In two player bi-matrix games with partial monitoring, actions played are not observed, only some messages are received. Those games satisfy a crucial property of usual bi-matrix games: there are only a finite number of required (mixed) best replies. This is very helpful while investigating sets of Nash equilibria: for instance, in some cases, it allows to relate it to the set of equilibria of some auxiliary game with full monitoring. In the general case, the Lemke-Howson algorithm is extended and, under some genericity assumption, its output are Nash equilibria of the original game. As a by product, we obtain an oddness property on their number.

Mots clés: Robust Games; Nash Equilibria; Partial Monitoring; Lemke-Howson algorithm

Domaines: Informatique et théorie des jeux [cs.GT]

Vianney Perchet. Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm. 2013. ⟨hal-00773217⟩