We design a novel encoding model based on Lagrange coded computing (LCC) for private, secure, and resilient distributed mobile edge computing (MEC) systems, where multiple base stations (BSs) act as “masters” offloading their computations to edge nodes acting as “workers”. A two-fold objective of the scheme is: i) efficient allocation of computing tasks to the workers; ii) providing the workers with appropriate incentives to complete their tasks. As such, each master must decide on its offloading requests to the workers including the allocated tasks and service fees to be paid. This problem is complex due to the following reasons: i) masters can be privately-owned or managed by different operators, i.e., there is no communication and no coordination among them; ii) workers are heterogeneous non-dedicated nodes with limited and nondeterministic transmission and computing resources. As a result, the masters must compete for constrained resources of workers in a stochastic partially-observable environment. To address this problem, we define the interactions between masters and workers as a direct stochastic first-price-sealed-bid (FPSB) auction. To analyze the auction, we represent it as a stochastic Bayesian game and develop a Bayesian learning framework to perfect the auction solution.