On the geometry of Nash equilibria and correlated equilibria

International Journal of Game Theory - Tập 32 - Trang 443-453 - 2004
Robert Nau1, Sabrina Gomez Canovas2, Pierre Hansen2
1Fuqua School of Business, Duke University, Durham, USA.
2Group for Research in Decision Analysis (GERAD), École des Hautes Etudes Commerciales and École Polytechnique de Montréal, Montréal, Québec, Canada

Tóm tắt

It is well known that the set of correlated equilibrium distributions of an n-player noncooperative game is a convex polytope that includes all the Nash equilibrium distributions. We demonstrate an elementary yet surprising result: the Nash equilibria all lie on the boundary of the polytope.