Yuan Tao

Risk-Averse Bayesian Games with an Unknown Type Distribution: Bayesian Learning, Equilibrium Analysis, and Finite-Sample Guarantees

Classical Bayesian games assume that the joint distribution of players'types is common knowledge, an assumption that rarely holds in practical applications. We address this issue by studying a group of myopic players who repeatedly interact under the Bayesian Nash conjecture and learn a parametric joint type distributi...