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arXiv · 0812.4279

Correlated Equilibria in Continuous Games: Characterization and Computation

Noah D. Stein·Pablo A. Parrilo·Asuman Ozdaglar
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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.

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Noah D. Stein, Pablo A. Parrilo, Asuman Ozdaglar. 2010-04-23. Correlated Equilibria in Continuous Games: Characterization and Computation. https://doi.org/10.1016/j.geb.2010.04.004

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