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Quantitative Finance · Glossaire

Qu'est-ce que « Bayesian game, Bayes–Nash equilibrium » ?

Aussi appelé : Bayesian game · Bayes--Nash equilibrium

Definition 29.3 Quantitative Methods · Chapitre 29 — Games, Auctions and Information

A Bayesian game (Harsanyi, 1967–68) adds to a game a type for each player, drawn from a common prior and known only to its owner; a strategy maps types to actions. A Bayes–Nash equilibrium is a strategy profile in which each type’s action maximises its expected payoff given its beliefs about the others’ types and their strategies.

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