PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Existence of sparsely supported correlated equilibria
Fabrizio Germano and Gábor Lugosi
Economic Theory Volume to appear, pp. 00-00, 2006.


We show that every $N$-player $K_1 \times \cdots \times K_N$ game possesses a correlated equilibrium with at least $\prod_{i=1}^{N} K_i -1 - \sum_{i=1}^{N} K_i (K_i -1)$ zero entries. In particular, the largest $N$-player $K \times \cdots \times K$ games with unique fully supported correlated equilibrium are two-player games.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
ID Code:2878
Deposited By:Gábor Lugosi
Deposited On:22 November 2006