Computing best-response strategies in infinite games of incomplete information
UAI '04 Proceedings of the 20th conference on Uncertainty in artificial intelligence
Bidding optimally in concurrent second-price auctions of perfectly substitutable goods
Proceedings of the 6th international joint conference on Autonomous agents and multiagent systems
Computing Equilibria in Anonymous Games
FOCS '07 Proceedings of the 48th Annual IEEE Symposium on Foundations of Computer Science
Stochastic search methods for nash equilibrium approximation in simulation-based games
Proceedings of the 7th international joint conference on Autonomous agents and multiagent systems - Volume 2
Searching for approximate equilibria in empirical games
Proceedings of the 7th international joint conference on Autonomous agents and multiagent systems - Volume 2
Approximating mixed Nash equilibria using smooth fictitious play in simultaneous auctions
Proceedings of the 7th international joint conference on Autonomous agents and multiagent systems - Volume 3
An Equilibrium Analysis of Competing Double Auction Marketplaces Using Fictitious Play
Proceedings of the 2010 conference on ECAI 2010: 19th European Conference on Artificial Intelligence
A neighborhood correlated empirical weighted algorithm for fictitious play
LSMS/ICSEE'10 Proceedings of the 2010 international conference on Life system modeling and simulation and intelligent computing, and 2010 international conference on Intelligent computing for sustainable energy and environment: Part II
On the rate of convergence of fictitious play
SAGT'10 Proceedings of the Third international conference on Algorithmic game theory
Computing pure Bayesian-Nash equilibria in games with finite actions and continuous types
Artificial Intelligence
Proceedings of the 2013 international conference on Autonomous agents and multi-agent systems
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Recently, efficient approximation algorithms for finding Nash equilibria have been developed for the interesting class of anonymous games, where a player's utility does not depend on the identity of its opponents. In this paper, we tackle the problem of computing equilibria in such games with continuous player types, extending the framework to encompass settings with imperfect information. In particular, given the existence result for pure Bayes-Nash equilibiria in these games, we generalise the fictitious play algorithm by developing a novel procedure for finding a best response strategy, which is specifically designed to deal with continuous and, therefore, infinite type spaces. We then combine the best response computation with the general fictitious play structure to obtain an equilibrium. To illustrate the power of this approach, we apply our algorithm to the domain of simultaneous auctions with continuous private values and discrete bids, in which the algorithm shows quick convergence.