Correlated equilibria in continuous games: Characterization and computation
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.
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.
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.
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.:
- 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.
- Fabrizio Germano & Gábor Lugosi, 2007. "Existence of Sparsely Supported Correlated Equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 32(3), pages 575-578, September.
- Itzhak Gilboa & Eitan Zemel, 1988.
"Nash and Correlated Equilibria: Some Complexity Considerations,"
777, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Gilboa, Itzhak & Zemel, Eitan, 1989. "Nash and correlated equilibria: Some complexity considerations," Games and Economic Behavior, Elsevier, vol. 1(1), pages 80-93, March.
- Itzhak Gilboa & Eitan Zemel, 1989. "Nash and Correlated Equilibria: Some Complexity Considerations," Post-Print hal-00753241, HAL.
- Noah Stein & Asuman Ozdaglar & Pablo Parrilo, 2008. "Separable and low-rank continuous games," International Journal of Game Theory, Springer;Game Theory Society, vol. 37(4), pages 475-504, December.
- R. Aumann, 2010.
"Correlated Equilibrium as an expression of Bayesian Rationality,"
513, UCLA Department of Economics.
- Aumann, Robert J, 1987. "Correlated Equilibrium as an Expression of Bayesian Rationality," Econometrica, Econometric Society, vol. 55(1), pages 1-18, January.
- Robert J. Aumann, 2010. "Correlated Equilibrium as an expression of Bayesian Rationality," Levine's Working Paper Archive 661465000000000377, David K. Levine.
- AUMANN, Robert J., "undated".
"Subjectivity and correlation in randomized strategies,"
CORE Discussion Papers RP
167, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Aumann, Robert J., 1974. "Subjectivity and correlation in randomized strategies," Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 67-96, March.
- R. Aumann, 2010. "Subjectivity and Correlation in Randomized Strategies," Levine's Working Paper Archive 389, David K. Levine.
- 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.
- 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.
- 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.
- Fabrizio Germano & Gábor Lugosi, 2004. "Global Nash convergence of Foster and Young's regret testing," Economics Working Papers 788, Department of Economics and Business, Universitat Pompeu Fabra.
- anonymous, 1991. "Fed upgrades functional cost analysis program," Financial Update, Federal Reserve Bank of Atlanta, issue Win, pages 1-2,6.
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: (Dana Niculescu)
If references are entirely missing, you can add them using this form.