Alle boeken

Professioneel

Apps Over Coach Inloggen Begin met lezen

Quantitative Finance · Begrippenlijst

Wat is Bayesian game, Bayes–Nash equilibrium?

Ook bekend als: Bayesian game · Bayes--Nash equilibrium

Definition 29.3 Quantitative Methods · Hoofdstuk 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.

Lees in het hoofdstuk →