Equilibrium solutions of two-person non-zero-sum games with incomplete information and their computational methods

Abstract

In this paper, we formulate quadratic programming problems whose decision variables correspond to behavioral strategies of players in a special class of games defined in extensive form, i.e., two-person non-zero-sum games with incomplete information. By showing that optimal solutions to the formulated problems are equilibrium solutions of the games, we give computational methods for obtaining the equilibrium solutions of the games.