Computing Bayes–Nash Equilibrium Strategies in Auction Games via Simultaneous Online Dual Averaging
Computing Bayes–Nash Equilibrium Strategies in Auction Games via Simultaneous Online Dual Averaging
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Author / Creator
Publisher
INFORMS
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Language
English
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Publisher
INFORMS
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Contents
Determining equilibria in auction games is computationally hard in general, and no exact solution theory is known. We introduce an algorithmic framework in which we discretize type and action space and then learn distributional strategies via online optimization algorithms. We show that the equilibrium of the discretized auction game approximates a...
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Full title
Computing Bayes–Nash Equilibrium Strategies in Auction Games via Simultaneous Online Dual Averaging
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Record Identifier
TN_cdi_crossref_primary_10_1287_opre_2022_0287
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1287_opre_2022_0287
Other Identifiers
ISSN
0030-364X
E-ISSN
1526-5463
DOI
10.1287/opre.2022.0287
