Correlated equilibria in continuous games: Characterization and computation

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 ef...

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Veröffentlicht in:Games and economic behavior 2011-03, Vol.71 (2), p.436-455
Hauptverfasser: Stein, Noah D., Parrilo, Pablo A., Ozdaglar, Asuman
Format: Artikel
Sprache:eng
Schlagworte:
Algorithms
Approximation
Computation
Continuous games
Correlated equilibria
Correlated equilibria Continuous games Computation Semidefinite programming
Correlation
Correlation analysis
Equilibrium
Equilibrium models
Equilibrium theory
Game theory
Programming
Semidefinite programming
Studies
Utility functions
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Beschreibung
Zusammenfassung: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.
ISSN:0899-8256
1090-2473
DOI:10.1016/j.geb.2010.04.004