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

[31] Correlated equilibria of classical strategic games with quantum signals
La Mura, P
INTERNATIONAL JOURNAL OF QUANTUM INFORMATION, 2005, 3 (01) : 183 - 188
[32] On pure-strategy equilibria in games with correlated information
Khan, M. Ali
Zhang, Yongchao
GAMES AND ECONOMIC BEHAVIOR, 2018, 111 : 289 - 304
[33] Correlated Equilibria in Stochastic Games with Borel Measurable Payoffs
Mashiah-Yaakovi, Ayala
DYNAMIC GAMES AND APPLICATIONS, 2015, 5 (01) : 120 - 135
[34] Correlated Equilibria in Stochastic Games with Borel Measurable Payoffs
Ayala Mashiah-Yaakovi
Dynamic Games and Applications, 2015, 5 : 120 - 135
[35] Correlated Equilibria for Mean Field Games with Progressive Strategies
Bonesini, Ofelia
Campi, Luciano
Fischer, Markus
MATHEMATICS OF OPERATIONS RESEARCH, 2024,
[36] On the computation of equilibria in monotone and potential stochastic hierarchical games
Shisheng Cui
Uday V. Shanbhag
Mathematical Programming, 2023, 198 : 1227 - 1285
[37] Computation of Nash equilibria in finite games: introduction to the symposium
Bernhard von Stengel
Economic Theory, 2010, 42 : 1 - 7
[38] ON THE COMPUTATION OF EQUILIBRIA IN DISCOUNTED STOCHASTIC DYNAMIC-GAMES
BRETON, M
FILAR, JA
HAURIE, A
SCHULTZ, TA
LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, 1986, 265 : 64 - 87
[39] ON THE COMPUTATION OF EQUILIBRIA IN DISCOUNTED STOCHASTIC DYNAMIC-GAMES
BRETON, M
HAURIE, A
FILAR, JA
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1986, 10 (1-2): : 33 - 36
[40] Computation of equilibria and the price of anarchy in bottleneck congestion games
T. L. Werth
H. Sperber
S. O. Krumke
Central European Journal of Operations Research, 2014, 22 : 687 - 712

← 1 2 3 4 5 →