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

Abstract : 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.
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Pré-publication, Document de travail
2013
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Dernière modification le : lundi 29 mai 2017 - 14:21:51
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  • HAL Id : hal-00773217, version 1
  • ARXIV : 1301.2662

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UPMC | USPC | PMA

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

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