PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Learning correlated equilibria in games with compact sets of strategies
Gilles Stoltz and Gábor Lugosi
Submitted 2004.

Abstract

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.

Postscript - Requires a viewer, such as GhostView
EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Theory & Algorithms
ID Code:695
Deposited By:Gilles Stoltz
Deposited On:29 December 2004