Extensive-Form Correlated Equilibrium: Definition and Computational Complexity
نویسندگان
چکیده
منابع مشابه
Extensive-Form Correlated Equilibrium: Definition and Computational Complexity
This paper defines the extensive form correlated equilibrium (EFCE) for extensive games with perfect recall. The EFCE concept extends Aumann’s strategic-form correlated equilibrium (CE). Before the game starts, a correlation device generates a move for each information set. This move is recommended to the player only when the player reaches the information set. In two-player perfect-recall exte...
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We present a polynomial-time algorithm for finding one extensive form correlated equilibrium (EFCE) for multiplayer extensive games with perfect recall. This the first such algorithm for an equilibrium notion for games of this generality. The EFCE concept has been defined by von Stengel and Forges [1]. Our algorithm extends the constructive existence proof and polynomial-time algorithm for find...
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Correlated equilibria are more general than Nash equilibria. For games in strategic form, they are also easier to compute. This no longer holds when the game is given in extensive form. We show that for an extensive twoplayer game with perfect recall, even without chance moves, it is computationally difficult (NP-hard) to find a correlated equilibrium with maximum payoff sum. Even with a modifi...
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We define the notion of rational payoffs in stochastic games. We then prove that the set of rational payoffs coincides with the set of extensive form correlated equilibrium payoffs; those are equilibrium payoffs in an extended game that includes an autonomous correlation device: a device that sends at every stage a private signal to each player, which is independent of the play, but may depend ...
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The class of simulation–based games, in which the payoffs are generated as an output of a simulation process, recently received a lot of attention in literature. In this paper, we extend such class to games in extensive form with continuous actions and perfect information. We design two convergent algorithms to find an approximate subgame perfect equilibrium (SPE) and an approximate Nash equili...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2008
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.1080.0340