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Bayesian Quadratic Network Game Filters

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 نشر من قبل Ceyhun Eksin
 تاريخ النشر 2013
  مجال البحث الهندسة المعلوماتية
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A repeated network game where agents have quadratic utilities that depend on information externalities -- an unknown underlying state -- as well as payoff externalities -- the actions of all other agents in the network -- is considered. Agents play Bayesian Nash Equilibrium strategies with respect to their beliefs on the state of the world and the actions of all other nodes in the network. These beliefs are refined over subsequent stages based on the observed actions of neighboring peers. This paper introduces the Quadratic Network Game (QNG) filter that agents can run locally to update their beliefs, select corresponding optimal actions, and eventually learn a sufficient statistic of the networks state. The QNG filter is demonstrated on a Cournot market competition game and a coordination game to implement navigation of an autonomous team.

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