Correlated equilibria in continuous games: Characterization and computation

被引：10
|
作者：
Stein, Noah D. [1 ]
Parrilo, Pablo A. [1 ]
Ozdaglar, Asuman [1 ]
机构：
[1] MIT, Dept Elect Engn, Cambridge, MA 02139 USA
来源：
GAMES AND ECONOMIC BEHAVIOR | 2011年 / 71卷 / 02期
基金：
美国国家科学基金会;
关键词：
Correlated equilibria; Continuous games; Computation; Semidefinite programming;
D O I：
10.1016/j.geb.2010.04.004
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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. (C) 2010 Elsevier Inc. All rights reserved.
引用
收藏
页码：436 / 455
页数：20
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