Correlated equilibria in continuous games: Characterization and computation |
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Authors: | Noah D. Stein Pablo A. Parrilo Asuman Ozdaglar |
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Affiliation: | a Department of Electrical Engineering, Massachusetts Institute of Technology, Cambridge, MA 02139, United States |
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Abstract: | 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. |
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Keywords: | Correlated equilibria Continuous games Computation Semidefinite programming |
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