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

页码：436 / 455

页数：20

共 50 条

[1] Characterization and computation of correlated equilibria in infinite games
Stein, Noah D.
Parrilo, Pablo A.
Ozdaglar, Asurnan
PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14, 2007, : 5414 - 5419
[2] Characterization and Computation of Local Nash Equilibria in Continuous Games
Ratliff, Lillian J.
Burden, Samuel A.
Sastry, S. Shankar
2013 51ST ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING (ALLERTON), 2013, : 917 - 924
[3] Characterization of correlated equilibria in stochastic games
Eilon Solan
International Journal of Game Theory, 2001, 30 : 259 - 277
[4] Characterization of correlated equilibria in stochastic games
Solan, E
INTERNATIONAL JOURNAL OF GAME THEORY, 2001, 30 (02) : 259 - 277
[5] On Unconditionally Secure Multiparty Computation for Realizing Correlated Equilibria in Games
Wang, Ye
Rane, Shantanu
Ishwar, Prakash
2013 IEEE GLOBAL CONFERENCE ON SIGNAL AND INFORMATION PROCESSING (GLOBALSIP), 2013, : 241 - 244
[6] On the Characterization of Local Nash Equilibria in Continuous Games
Ratliff, Lillian J.
Burden, Samuel A.
Sastry, S. Shankar
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2016, 61 (08) : 2301 - 2307
[7] Computation of equilibria in noncooperative games
Azhar, S
McLennan, A
Reif, JH
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2005, 50 (5-6) : 823 - 854
[8] Correlated equilibria of games with many players
Keiding, H
Peleg, B
INTERNATIONAL JOURNAL OF GAME THEORY, 2000, 29 (03) : 375 - 389
[9] ENDOGENOUS CORRELATED EQUILIBRIA IN NONCOOPERATIVE GAMES
VANDERSCHRAAF, P
THEORY AND DECISION, 1995, 38 (01) : 61 - 84
[10] Sequential Correlated Equilibria in Stopping Games
Heller, Yuval
OPERATIONS RESEARCH, 2012, 60 (01) : 209 - 224

← 1 2 3 4 5 →