Advanced Search
MyIDEAS: Login

Correlated equilibria in continuous games: Characterization and computation

Contents:

Author Info

  • Stein, Noah D.
  • Parrilo, Pablo A.
  • Ozdaglar, Asuman
Registered author(s):

    Abstract

    We present several new characterizations of correlated equilibria in games with continuous utility functions. These have the advantage of being more computationally and analytically tractable than the standard definition in terms of departure functions. We use these characterizations to construct effective algorithms for approximating a single correlated equilibrium or the entire set of correlated equilibria of a game with polynomial utility functions.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/B6WFW-4YVY76K-2/2/e939137f47a82b772b65bac9de86b8ed
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Games and Economic Behavior.

    Volume (Year): 71 (2011)
    Issue (Month): 2 (March)
    Pages: 436-455

    as in new window
    Handle: RePEc:eee:gamebe:v:71:y:2011:i:2:p:436-455

    Contact details of provider:
    Web page: http://www.elsevier.com/locate/inca/622836

    Related research

    Keywords: Correlated equilibria Continuous games Computation Semidefinite programming;

    References

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
    as in new window
    1. AUMANN, Robert J., . "Subjectivity and correlation in randomized strategies," CORE Discussion Papers RP -167, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Fabrizio Germano & Gábor Lugosi, 2005. "Existence of sparsely supported correlated equilibria," Economics Working Papers 907, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2006.
    3. Germano, Fabrizio & Lugosi, Gabor, 2007. "Global Nash convergence of Foster and Young's regret testing," Games and Economic Behavior, Elsevier, vol. 60(1), pages 135-154, July.
    4. Gilboa, Itzhak & Zemel, Eitan, 1989. "Nash and correlated equilibria: Some complexity considerations," Games and Economic Behavior, Elsevier, vol. 1(1), pages 80-93, March.
    5. anonymous, 1991. "Fed upgrades functional cost analysis program," Financial Update, Federal Reserve Bank of Atlanta, issue Win, pages 2, 6.
    6. R. Aumann, 2010. "Correlated Equilibrium as an expression of Bayesian Rationality," Levine's Bibliography 513, UCLA Department of Economics.
    7. Stoltz, Gilles & Lugosi, Gabor, 2007. "Learning correlated equilibria in games with compact sets of strategies," Games and Economic Behavior, Elsevier, vol. 59(1), pages 187-208, April.
    8. Foster, Dean P. & Young, H. Peyton, 2006. "Regret testing: learning to play Nash equilibrium without knowing you have an opponent," Theoretical Economics, Econometric Society, vol. 1(3), pages 341-367, September.
    9. Noah Stein & Asuman Ozdaglar & Pablo Parrilo, 2008. "Separable and low-rank continuous games," International Journal of Game Theory, Springer, vol. 37(4), pages 475-504, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Jess Benhabib & Pengfei Wang & Yi Wen, 2012. "Sentiments and Aggregate Demand Fluctuations," NBER Working Papers 18413, National Bureau of Economic Research, Inc.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:gamebe:v:71:y:2011:i:2:p:436-455. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.