We describe an algorithm for computing bestresponse strategies in a class of two-player infinite games of incomplete information, defined by payoffs piecewise linear in agents' types and actions, conditional on linear comparisons of agents' actions. We show that this class includes many well-known games including a variety of auctions and a novel allocation game. In some cases, the best-response algorithm can be iterated to compute Bayes-Nash equilibria. We demonstrate the efficacy of our approach on existing and new games.
For instance, an algorithm was presented in REF for two-player games with a class of piecewise linear utility functions.
Computing Best-Response Strategies in Infinite Games of Incomplete Information
ArXiv
ArXiv
Mathematics Computer Science