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I recently made a model to solve a conflict problem in sports.

The model is based on Bayesian Games: a complete definition can be found here.

The thing is that I am now looking to compute the equilibria of the system, but I don't know any algorithm to do so.

Do you know any?

Which language do you think I should use, I was a priori going to use R.

Does anybody has any experience with this kind of problem?

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2 Answers 2

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I actually ended up using MATLAB to implement the solution ex post given by Shoham and Leyton-Brown's Multiagents System in the chapter focused on Bayesian games.

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The Gambit Project (partially funded with our US tax-payer money), http://gambit.sourceforge.net/ has several modules for solving games. Without knowing more about your Bayesian game (finite action? finite type spaces?). It is hard to tell if they will have what you need.

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