Title :
A Finitely Repeated Bayesian Game with Hidden Markovian States
Author :
He, Wen ; Gao, Jinwu
Author_Institution :
Sch. of Inf., Renmin Univ. of China, Beijing, China
Abstract :
In this paper, we introduce a new model of the repeated Bayesian game, which suits for the situations where participants are not perfectly informed about the true sates and the structure of decision-making contains several periods. The state process in this model described by a Hidden Markov Model (HMM). Then traditional Bayesian games and finitely repeated games are just its special situations. Moreover, we present the notion of Nash equilibrium for this model, and also use a real-life example to illustrate it.
Keywords :
Bayes methods; decision making; game theory; hidden Markov models; Nash equilibrium; decision making; finitely repeated Bayesian game; hidden Markovian model; Bayesian methods; Biological system modeling; Computer science; Decision making; Game theory; Helium; Hidden Markov models; International relations; Nash equilibrium; Probability distribution; Bayesian Games; HMM; Nash Equilibrium; Repeated Games;
Conference_Titel :
Computational Science and Optimization (CSO), 2010 Third International Joint Conference on
Conference_Location :
Huangshan, Anhui
Print_ISBN :
978-1-4244-6812-6
Electronic_ISBN :
978-1-4244-6813-3
DOI :
10.1109/CSO.2010.227
