Existence of Sparsely Supported Correlated Equilibria
We show that every finite N-player normal form game possesses a correlated equilibrium with a precise lower bound on the number of outcomes to which it assigns zero probability. In particular, the largest games with a unique fully supported correlated equilibrium are two-player games; moreover, the lower bound grows exponentially in the number of players N.
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Volume (Year): 32 (2007)
Issue (Month): 3 (September)
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- 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.
- Noa Nitzan, 2005. "Tight Correlated Equilibrium," Discussion Paper Series dp394, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
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