Bayesian games with ambiguous type players

摘要

Bayesian games can handle the incomplete information about players' types. However, in real life, the information could be not only incomplete but also ambiguous for lack of sufficient evidence, i.e., a player cannot have a probability precisely about each type of the other players. To address this issue, we extend the Bayesian games to ambiguous Bayesian games. We also illustrate and analyse our game model.