Approximation of Nash equilibria in Bayesian games
定义了贝叶斯博弈中的约束策略均衡（CSE），证明在标准条件下CSE序列能逼近均衡，并给出数值逼近算法，适用于包括无解析解在内的广泛贝叶斯博弈，最后用拍卖例子展示其灵活性。
Abstract We define a new concept of constrained strategic equilibrium (CSE) for Bayesian games. We show that a sequence of CSEs approximates an equilibrium under standard conditions. We also provide an algorithm to implement the CSE approximation method numerically in a broad class of Bayesian games, including games without analytically tractable solutions. Finally, we illustrate the flexibility of the CSE approximation with a series of auction examples, including a complex multi‐unit auction. Copyright © 2008 John Wiley & Sons, Ltd.