手法を比較

	ベイジアン・ナッシュ均衡	First-Price Auction
分野	ゲーム理論	ゲーム理論
系統	Machine learning	Machine learning
提唱年	1967	1961
提唱者	John Harsanyi	William Vickrey
種類	algorithm	algorithm
原典	Harsanyi, J. C. (1967). Games with incomplete information played by Bayesian players, Parts I, II, and III. Management Science, 14(3), 159-182.	Vickrey, W. (1961). Counterspeculation, auctions, and competitive sealed bids. The Journal of Finance, 16(1), 8-37.
別名	BNE, Perfect Bayesian Equilibrium, Type-Contingent Equilibrium	FPSB, Sealed-Bid Auction, Bid-Equal-Price Auction
関連	4	4
概要	Bayesian Nash Equilibrium (BNE) extends Nash Equilibrium to games with incomplete information, where players lack full knowledge of others' payoff functions. Introduced by John Harsanyi in 1967, BNE models strategic interaction under uncertainty by representing unknown payoffs as players' private types drawn from a probability distribution. Equilibrium is found by solving for type-contingent strategies that are best responses to all possible type realizations.	A first-price auction is a sealed-bid mechanism where all participants submit bids simultaneously without knowing others' bids. The highest bidder wins and pays their own bid (the price they offered). Systematically analyzed by William Vickrey in 1961, first-price auctions require bidders to balance between winning and profit, leading to strategic underbidding relative to true valuations in equilibrium.