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
Iskander (2019). correlated equilibria (https://www.mathworks.com/matlabcentral/fileexchange/25281-correlated-equilibria), MATLAB Central File Exchange. Retrieved .
1.2.0.0 | no arc |
|
1.1.0.0 | description updated |
Create scripts with code, output, and formatted text in a single executable document.
Lina Ma Castillo Martin (view profile)
Doesn't work for coordination games
Jevy Lee (view profile)
works fine
Qingyu (view profile)
I was looking for how to get the feasible set of CE and I saw this! Thanks!