**:** . .,

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**:** 2015
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** :**
**:** 58
**:** . ., . . / . 58. .: , 2015. .6-40.

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** :** , , , , , .

** (.):** asymmetric information, probabilistic uncertainty, Bayesian games, Bayesian Nash equilibrium, calculus of variations, numerical calculation.

**:** . . , . .

** (.):** Optimal decisions of players under asymmetric information and probabilistic uncertainty are studied using the concept of the Bayesian Nash equilibrium. Calculation of the Bayesian Nash equilibrium for the class of games considered is reduced to solving a system of integral equations. We suggest numerical methods and provide the algorithm to find the solution in such games.

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