Correlated equilibria in continuous games: Characterization and computation

• 成果类型: Article
• 署名作者: Stein, Noah D.; Parrilo, Pablo A.; Ozdaglar, Asuman
• 署名单位: Massachusetts Institute of Technology (MIT)
• 刊物名称: GAMES AND ECONOMIC BEHAVIOR
• ISSN/ISSBN: 0899-8256
• DOI: 10.1016/j.geb.2010.04.004
• 发表日期: 2011
• 页码: 436-455
• 关键词: Correlated equilibria; continuous games; computation; Semidefinite programming

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.