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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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up vote 2 down vote accepted

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), 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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