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correlated equilibria

version 1.2.0.0 (3.38 KB) by Iskander
plot set of correlated equilibria and convex hull of Nash equilibria in 2 player normal form game

3 Downloads

Updated 18 Mar 2010

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This program finds efficient/inefficient correlated equilibria that maximize/minimize weighted sum of the payoffs in a two player normal form game
max/min w*U1(P)+(1-w)*U2(P)
s.t. P is correlated equilibrium
where U1 and U2 are given n-by-m matrices of payoffs of two players.

Algorithm builds the linear inequalities that represent the rationality constraints for two players. The constraint matrix A is constructed so that if P is the probability distribution over joint actions, and if X=P(:), the correlated equilibrium constraints are A * X <= 0.

The program also plots the convex hull of found correlated equilibria together with the convex hull of given Nash equilibria which can be solved for by Gambit. http://gambit.sourceforge.net

Author:
Iskander Karibzhanov
PhD student, Department of Economics
University of Minnesota

Comments and Ratings (2)

Jevy Lee

works fine

Qingyu

Qingyu (view profile)

I was looking for how to get the feasible set of CE and I saw this! Thanks!

Updates

1.2.0.0

no arc

1.1.0.0

description updated

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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