Characterization and computation of correlated equilibria in infinite games

Noah D. Stein, Pablo A. Parrilo, Asuman Ozdaglar
2007 2007 46th IEEE Conference on Decision and Control  
Motivated by recent work on computing Nash equilibria in two-player zero-sum games with polynomial payoffs by semidefinite programming and in arbitrary polynomiallike games by discretization techniques, we consider the problems of characterizing and computing correlated equilibria in games with infinite strategy sets. We prove several characterizations of correlated equilibria in continuous games which are more analytically tractable than the standard definition and may be of independent
more » ... independent interest. Then we use these to construct algorithms for approximating correlated equilibria of polynomial games with arbitrary accuracy, including a sequence of semidefinite programming relaxation algorithms and discretization algorithms.
doi:10.1109/cdc.2007.4434890 dblp:conf/cdc/SteinPO07 fatcat:7zaxb4xhqzdx5prawpsfmlzrei