Matrix Expression of Bayesian Game

Abstract: A matrix-based framework for Bayesian games is presented, using semi-tensor product of matrices. Static Bayesian games are considered first. Matrix expression of Bayesian games is proposed. Three kinds of conversions, which convert Bayesian games to complete information games are investigated, certain properties are obtained, including two kinds of Bayesian-Nash equilibriums. Finally, dynamic Bayesian games are considered. Markoven dynamic equations are obtained for some strategy updating rules.