Learning correlated equilibria in games with compact sets of strategies

• 成果类型: Article; Proceedings Paper
• 署名作者: Stoltz, Gilles; Lugosi, Gabor
• 署名单位: Universite PSL; Ecole Normale Superieure (ENS); Centre National de la Recherche Scientifique (CNRS); Universite PSL; Ecole Normale Superieure (ENS); ICREA; Pompeu Fabra University; Pompeu Fabra University
• 刊物名称: GAMES AND ECONOMIC BEHAVIOR
• ISSN/ISSBN: 0899-8256
• DOI: 10.1016/j.geb.2006.04.007
• 发表日期: 2007
• 页码: 187-208
• 关键词: Correlated equilibrium; repeated games; Regret minimization; internal regret

摘要

Hart and Schmeidler's extension of correlated equilibrium to games with infinite sets of strategies is studied. General properties of the set of correlated equilibria are described. It is shown that, just like for finite games, if all players play according to an appropriate regret-minimizing strategy then the empirical frequencies of play converge to the set of correlated equilibria whenever the strategy sets are convex and compact.(c) 2006 Elsevier Inc. All rights reserved.