Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm
Computer Science and Game Theory
2013-01-15 v1
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.
Keywords
Cite
@article{arxiv.1301.2662,
title = {Nash equilibria with partial monitoring; Computation and Lemke-Howson algorithm},
author = {Vianney Perchet},
journal= {arXiv preprint arXiv:1301.2662},
year = {2013}
}