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correlated equilibria

version 1.3 (3.13 KB) by Iskander
plot set of correlated equilibria and convex hull of Nash equilibria in 2 player normal form game


Updated 13 Jan 2021

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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.

Iskander Karibzhanov

Cite As

Iskander (2021). correlated equilibria (, GitHub. Retrieved .

Comments and Ratings (3)

Doesn't work for coordination games

Jevy Lee

works fine


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

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

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