标题： 一种用于估计具有相关价值的一次价格拍卖中的纳什均衡的启发式方法 显示英文标题

标题： A heuristic for estimating Nash equilibria in first-price auctions with correlated values

摘要： 我们的论文关注的是具有相关价值的第一价格拍卖的纳什均衡计算。 虽然存在几种针对独立价值拍卖的均衡计算方法，但竞标者价值的相关性引入了重大复杂性，使得现有方法在实践中不令人满意。 我们的贡献是填补这一空白的一步：受布朗和罗宾逊的开创性虚拟博弈过程启发，我们提出了一种学习启发式方法——我们称之为虚拟出价（FB）——用于估计具有相关价值的第一价格拍卖的贝叶斯-纳什均衡，并我们在几个相关示例上评估了该启发式的性能。 显示英文摘要

摘要： Our paper concerns the computation of Nash equilibria of first-price auctions with correlated values. While there exist several equilibrium computation methods for auctions with independent values, the correlation of the bidders' values introduces significant complications that render existing methods unsatisfactory in practice. Our contribution is a step towards filling this gap: inspired by the seminal fictitious play process of Brown and Robinson, we present a learning heuristic-that we call fictitious bidding (FB)-for estimating Bayes-Nash equilibria of first-price auctions with correlated values, and we assess the performance of this heuristic on several relevant examples.