Extensive form correlated equilibrium: definition and computational complexity
Von Stengel, Bernhard; Forges, Françoise (2008), Extensive form correlated equilibrium: definition and computational complexity, Mathematics of Operations Research, 33, 4, p. 1002-1022. http://dx.doi.org/10.1287/moor.1080.0340
TypeArticle accepté pour publication ou publié
Journal nameMathematics of Operations Research
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Abstract (EN)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 extensive games without chance moves, the set of EFCE can be described by a polynomial number of consistency and incentive constraints. Assuming P is not equal to NP, this is not possible for the set of CE, or if the game has chance moves.
Subjects / Keywordspolymonial-time comptable; extensive game; correlated equilibrium
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