An LP Approach for Solving Two-Player Zero-Sum Repeated Bayesian Games

@article{Li2019AnLA,
  title={An LP Approach for Solving Two-Player Zero-Sum Repeated Bayesian Games},
  author={Lichun Li and C. Langbort and J. Shamma},
  journal={IEEE Transactions on Automatic Control},
  year={2019},
  volume={64},
  pages={3716-3731}
}
This paper studies two-player zero-sum repeated Bayesian games in which every player has a private type that is unknown to the other player, and the initial probability of the type of every player is publicly known. [...] Key Method Explicit linear programs, whose size is linear in the size of the game tree, are provided to compute the initial regrets, and the security strategies that only depends on the sufficient statistics. For discounted cases, following the same idea in the finite horizon, this paper shows…Expand
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  • Mathematics, Computer Science
  • Math. Oper. Res.
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