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An Effective Algorithm for Computing Equilibrium Outcome of a Class of Signaling Games

In this paper, we study the class of signaling games in which a unique perfect Bayesian Nash equilibrium outcome satisfying the Intuitive Criterion exists. We first describe the models of signaling games and lay out the definition of equilibrium and some basic assumptions. We then prove three basic theorems leading to the proof of the main theorem that gives sufficient conditions under which a signaling game has a unique outcome. The proof of the main theorem also leads to a method for computing the equilibrium outcome. We formally present the algorithm and illustrate its application through a numerical example. Finally, we apply our algorithm to enterprise management decision-making.