The Geometry of Nash Equilibria and Correlated Equilibria and a Generalization of Zero-Sum Games

Yannick Viossat

No 641, SSE/EFI Working Paper Series in Economics and Finance from Stockholm School of Economics

Abstract: A pure strategy is coherent if it is played with positive probability in at least one correlated equilibrium. A game is pre-tight if in every correlated equilibrium, all incentives constraints for non deviating to a coherent strategy are tight. We show that there exists a Nash equilibrium in the relative interior of the correlated equilibrium polytope if and only if the game is pre-tight. Furthermore, the class of pre-tight games is shown to include and generalize the class of two-player zero-sum games.

Keywords: correlated equilibrium; Nash equilibrium; zero-sum games; dual reduction (search for similar items in EconPapers)
JEL-codes: C72 (search for similar items in EconPapers)
Pages: 32 pages
Date: 2006-08-29
New Economics Papers: this item is included in nep-gth and nep-mic
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:hhs:hastef:0641

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