Computing a self-confirming equilibrium in two-player extensive-form games

The Nash equilibrium is the most commonly adopted solution concept for non–cooperative interaction situations. However, it underlays on the assumption of common information that is hardly verified in many practical situations. When information is not common, the appropriate game theoretic solution concept is the self–confirming equilibrium. It requires that every agent plays the best response to her beliefs and that the beliefs are correct on the equilibrium path. We present, to the best of our knowledge, the first study on the computation of a self–confirming equilibrium for two–player extensive–form games. We provide algorithms, we analyze the computational complexity, and we experimentally evaluate the performance of our algorithms in terms of computational time.