Ex Post Nash Equilibrium in Linear Bayesian Games for Decision Making in Multi-Environments

We show that a Bayesian game where the type space of each agent is a bounded set of <i>m</i>-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 <i>m</i> basic game...

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Main Authors: Abbas Edalat, Samira Hossein Ghorban, Ali Ghoroghi
Format: Article
Language:English
Published: MDPI AG 2018-10-01
Series:Games
Subjects:
Online Access:https://www.mdpi.com/2073-4336/9/4/85
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author Abbas Edalat
Samira Hossein Ghorban
Ali Ghoroghi
author_facet Abbas Edalat
Samira Hossein Ghorban
Ali Ghoroghi
author_sort Abbas Edalat
collection DOAJ
description We show that a Bayesian game where the type space of each agent is a bounded set of <i>m</i>-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 <i>m</i> basic games which is called a uniform multigame. The type space of each agent can be normalised to be given by the <inline-formula> <math display="inline"> <semantics> <mrow> <mo>(</mo> <mi>m</mi> <mo>&#8722;</mo> <mn>1</mn> <mo>)</mo> </mrow> </semantics> </math> </inline-formula>-dimensional simplex. This class of <i>m</i>-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&#8217;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.
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spelling doaj.art-2988148179d04406b63e2e8b5000c4582022-12-21T23:53:29ZengMDPI AGGames2073-43362018-10-01948510.3390/g9040085g9040085Ex Post Nash Equilibrium in Linear Bayesian Games for Decision Making in Multi-EnvironmentsAbbas Edalat0Samira Hossein Ghorban1Ali Ghoroghi2Department of Computing, Imperial College London, London SW7 2RH, UKSchool of Computer Science, Institute for Research in Fundamental Sciences (IPM), Lavasani Av., P.O. Box 19395-5746, Tehran, IranDepartment of Computing, Imperial College London, London SW7 2RH, UKWe show that a Bayesian game where the type space of each agent is a bounded set of <i>m</i>-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 <i>m</i> basic games which is called a uniform multigame. The type space of each agent can be normalised to be given by the <inline-formula> <math display="inline"> <semantics> <mrow> <mo>(</mo> <mi>m</mi> <mo>&#8722;</mo> <mn>1</mn> <mo>)</mo> </mrow> </semantics> </math> </inline-formula>-dimensional simplex. This class of <i>m</i>-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&#8217;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.https://www.mdpi.com/2073-4336/9/4/85Multidimensional Bayesian gamemultigametype space partitionPrisoner’s DilemmaTrust Game
spellingShingle Abbas Edalat
Samira Hossein Ghorban
Ali Ghoroghi
Ex Post Nash Equilibrium in Linear Bayesian Games for Decision Making in Multi-Environments
Games
Multidimensional Bayesian game
multigame
type space partition
Prisoner’s Dilemma
Trust Game
title Ex Post Nash Equilibrium in Linear Bayesian Games for Decision Making in Multi-Environments
title_full Ex Post Nash Equilibrium in Linear Bayesian Games for Decision Making in Multi-Environments
title_fullStr Ex Post Nash Equilibrium in Linear Bayesian Games for Decision Making in Multi-Environments
title_full_unstemmed Ex Post Nash Equilibrium in Linear Bayesian Games for Decision Making in Multi-Environments
title_short Ex Post Nash Equilibrium in Linear Bayesian Games for Decision Making in Multi-Environments
title_sort ex post nash equilibrium in linear bayesian games for decision making in multi environments
topic Multidimensional Bayesian game
multigame
type space partition
Prisoner’s Dilemma
Trust Game
url https://www.mdpi.com/2073-4336/9/4/85
work_keys_str_mv AT abbasedalat expostnashequilibriuminlinearbayesiangamesfordecisionmakinginmultienvironments
AT samirahosseinghorban expostnashequilibriuminlinearbayesiangamesfordecisionmakinginmultienvironments
AT alighoroghi expostnashequilibriuminlinearbayesiangamesfordecisionmakinginmultienvironments