Finding the upper envelope of n line segments in O(n log n) time
Information Processing Letters
On No-Regret Learning, Fictitious Play, and Nash Equilibrium
ICML '01 Proceedings of the Eighteenth International Conference on Machine Learning
Computing approximate bayes-nash equilibria in tree-games of incomplete information
EC '04 Proceedings of the 5th ACM conference on Electronic commerce
Computing best-response strategies in infinite games of incomplete information
UAI '04 Proceedings of the 20th conference on Uncertainty in artificial intelligence
Handbook of Mathematical Functions, With Formulas, Graphs, and Mathematical Tables,
Handbook of Mathematical Functions, With Formulas, Graphs, and Mathematical Tables,
Optimal design of english auctions with discrete bid levels
ACM Transactions on Internet Technology (TOIT)
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 correlated equilibria in multi-player games
Journal of the ACM (JACM)
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
Multiagent Systems: Algorithmic, Game-Theoretic, and Logical Foundations
Multiagent Systems: Algorithmic, Game-Theoretic, and Logical Foundations
Journal of Artificial Intelligence Research
Sellers competing for buyers in online markets: reserve prices, shill bids, and auction fees
IJCAI'07 Proceedings of the 20th international joint conference on Artifical intelligence
Computing equilibria in multiplayer stochastic games of imperfect information
IJCAI'09 Proceedings of the 21st international jont conference on Artifical intelligence
Generalised fictitious play for a continuum of anonymous players
IJCAI'09 Proceedings of the 21st international jont conference on Artifical intelligence
Efficient algorithms for solving overdefined systems of multivariate polynomial equations
EUROCRYPT'00 Proceedings of the 19th international conference on Theory and application of cryptographic techniques
Gradient-based algorithms for finding Nash equilibria in extensive form games
WINE'07 Proceedings of the 3rd international conference on Internet and network economics
Smoothing Techniques for Computing Nash Equilibria of Sequential Games
Mathematics of Operations Research
Computing equilibria by incorporating qualitative models?
Proceedings of the 9th International Conference on Autonomous Agents and Multiagent Systems: volume 1 - Volume 1
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
Strategy purification and thresholding: effective non-equilibrium approaches for playing large games
Proceedings of the 11th International Conference on Autonomous Agents and Multiagent Systems - Volume 2
Accounting for price dependencies in simultaneous sealed-bid auctions
Proceedings of the fourteenth ACM conference on Electronic commerce
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We extend the well-known fictitious play (FP) algorithm to compute pure-strategy Bayesian-Nash equilibria in private-value games of incomplete information with finite actions and continuous types (G-FACTs). We prove that, if the frequency distribution of actions (fictitious play beliefs) converges, then there exists a pure-strategy equilibrium strategy that is consistent with it. We furthermore develop an algorithm to convert the converged distribution of actions into an equilibrium strategy for a wide class of games where utility functions are linear in type. This algorithm can also be used to compute pure @e-Nash equilibria when distributions are not fully converged. We then apply our algorithm to find equilibria in an important and previously unsolved game: simultaneous sealed-bid, second-price auctions where various types of items (e.g., substitutes or complements) are sold. Finally, we provide an analytical characterisation of equilibria in games with linear utilities. Specifically, we show how equilibria can be found by solving a system of polynomial equations. For a special case of simultaneous auctions, we also solve the equations confirming the results obtained numerically.